... Archives . ... I decide to discuss Kalman Filter a while ago for the slog after finding out that this popular methodology is rather underrepresented in astronomy. ... When I learned ?Kalman filter? for the first time, I was not sure how to distinguish it from ?Yule-Walker equation? (time series), ?Pade approximant, (unfortunately, the wiki page does not have its matrix form). ... Tags: Cressie , inference , Kalman filter , kriging , MADS , spatial statistics . ... Comment ( RSS ) | ... Chandra Blog ...