Monthly Archives: March 2017

Karl Popper: Conjectures and Refutations

(1) It is easy to obtain confirmations, or verifications, for nearly every theory-if we look for confirmations. (2) Confirmations should count only if they are the result of risky predictions; that is to say, if, unenlightened by the theory in … Continue reading

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Some notes on Kalman Filtering

State Space form Measurement Equation Transition Equation Future form

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Expectation: Useful properties and inequalities

If is a random variable on . The expected value of is defined as Inequalities Jensen’s inequality. If is convex and Holder’s inequality. If with then Cauchy-Schwarz Inequality: For

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