The KF maximizes the likelihood of the observations..
You can easily form the optimization problem, "what state x maximizes the likelihood of my observations z". I had a writeup to this effect in my class notes from Prof Roumeliotis' class. I'll see if I can post it, but you could probably derive it following the KF wiki page.
The KF maximizes the likelihood of the observations..
You can easily form the optimization problem, "what state x maximizes the likelihood of my observations z". I had a writeup to this effect in my class notes from Prof Roumeliotis' class. I'll see if I can post it, but you could probably derive it following the KF wiki page.