Unlimited Entropy

Kalman filtering is a 50 year old technique to obtain the "optimal" state estimate of a system that may change with time. It does this by using a two-step recursion: a prediction phase and a measurement phase. There are are several well written resources to understand Kalman Filtering such as this and this . It would be silly and unnecessary for me to try and explain that same standard material here. However, I recently developed a slightly different intuition to understand the principles behind Kalman filtering. I am fairly certain that I am extremely unlikely to be the only one with this explanation. However, since I could not find similar material on the internet while searching for Kalman filters, it should be of some use to those who land on this page.  In the physical world, every observation/prediction is error-prone. My old professor, Dr. P. Subbanna Bhat liked to say that "God and noise are omnipotent". I don't know about God, but noise definit...

 … is a record of my learnings as I wonder and toy with things. I expect most entries to be related to electronics and computing. But then, I would not bet on it. My interests and fascinations tend to be highly volatile. Perhaps this site would only be of interest to those who happen to think like me. I just hope I am not too unique. On the name of the site ... I wanted a name that captures my opinion about my thoughts. No sooner do I find one answer that more questions start popping up. Kind of like how you can spend hours on Wikipedia reading topics that you have no clue why you are reading. Feels like chaos ... entropy... Meaningless when you think about it, but sounds fancy. Kind of like Hollywood. On the use of भारतीय (Indian)शब्दs (words ) ... Having grown up in a multi-lingual environment, that is just how my mind works. I don't think in one language. I do provide a translation. And you know ... Everyone wants to be different. Just like me ... :P  ...