Machine Learning, Data Engineering, Algorithms, Predictive Modeling, Predictive Analytics.
estimate and observed value. It could is contributed by two errors, Eest and Emea. But we don’t know what is what, so we calculate something called Kalman Gain (KG) defined by KG = Eest / (Eest + Emea) Now some intuitions on KG. The value of KG always lies between 0 and 1.If Eest is less, then KG