And now his watch is ended. RIP.
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http://hungarytoday.hu/news/renowned-hungarian-scientis-rudolf-kalman-dies-aged-86-46732/
World-famous engineer and mathematican Rudolf Kálmán passed away, news agency MTI reported. The legendary Hungarian-born inventor of the so-called “Kálmán filter”, a mathematical technique widely used in the digital computers of control systems, navigation systems, avionics, and outer-space vehicles, died last Saturday at the age of 86, the Hungarian Academy of Sciences told MTI.
Rudolf Kálmán was born in Budapest in 1930 but emigrated to the United States in 1943 where he studied electrical engineering at the Massachusetts Institute of Technology. He received his doctoral degree at the Columbia University in New York City in 1957. His most famous scientific invention, the “Kálmán filter”, was used during the Apollo program as well as in the NASA Space Shuttle, in US Navy submarines, and in aerospace weapons, such as cruise missiles.
During his outstanding scientific career Rudolf Kálmán worked as a leading researcher in Baltimore and Zürich and also as a professor at Stanford University (1964-1971) and at the University of Florida (1971-1992). He was a member of the U.S. National Academy of Sciences, the American National Academy of Engineering. He was a foreign member of the Hungarian, French, and Russian Academies of Sciences and he was awarded several honorary doctorates and prizes across the world.
via MTI and index.hu
引用 我说要有光:卡尔曼滤波是自适应滤波，其参数迭代收敛过程与机器学习中的多种算法在形式上有许多类同的地方。我认为如果一个人能够理解卡尔曼滤波的原理，那么他也应该能够非常轻松地理解诸如梯度下降这一类的机器学习算法。
卡尔曼滤波可以算ML么。。
引用 novakon:Kalman filter 是一个非常典型的 Markov chain 模型，所以不难理解很多搞金融或者天气预报的人声称自己的工作中大量用到卡尔曼滤波。而且其求解思路跟 ML 里边的EM ( Expectation Maximization)是一个东西
卡尔曼滤波是自适应滤波，其参数迭代收敛过程与机器学习中的多种算法在形式上有许多类同的地方。我认为如果一个人能够理解卡尔曼滤波的原理，那么他也应该能够非常轻松地理解诸如梯度下降这一类的机器学习算法。
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