Hi Lars Hammarstrand. It was a really good video and I was able to understand the differences of Filtering, Prediction and Smoothing in a rather simple way. However, I am still confused about the part where you mention that there is a link between Filtering and Prediction. My confusion precisely is whether one can one use Particle or Kalman filters to predict the future states given previous measurements? Thanks!
Thanks for the free video lecture.
Hi Lars Hammarstrand. It was a really good video and I was able to understand the differences of Filtering, Prediction and Smoothing in a rather simple way. However, I am still confused about the part where you mention that there is a link between Filtering and Prediction. My confusion precisely is whether one can one use Particle or Kalman filters to predict the future states given previous measurements? Thanks!