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There might be 25 or more Kalman filters or variants thereof in your phone and its apps. This essential class of algorithm empowers every aspect of navigation, tracking, control, and beyond to business, finance, and machine learning. Kalman filters can be tricky to test and tune, and it's essential that exactly the same code as was tested be deployed. But Kalman filters are just foldable functions! I show how to fold exactly the same code over repeatable data in a friendly testing environment and over asynchronous data in a harsh, real-world environment.
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