A Glitch In The Matrix.

This is the first in a series of posts that will eventually get round to implementing a Kalman Filter (or filters) in Haskell. It’s not my intention to explain Kalman filtering in any detail – just sufficiently to complelent the Haskell code. There’s a plethora of tutorials and videos about Kalman Filtering and one of the better series is here. As will be seen, the computations involved in Kalman Filtering are effectively expressed using matrices. The Haskell ecosystem has a number of Matrix libraries but I’ll learn more by writing my own library even if its scope is limited to Read More

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