> The article also doesn’t show any confidence bands which is a huge part of Kalman filters too.
The figure does show confidence bands in pale blue, although they're hard to see because the data points kind of obscure them. But since the covariance deterministically converges to a constant within a few samples, regardless of the data, the confidence bands are not very interesting in the example in the article.
The figure does show confidence bands in pale blue, although they're hard to see because the data points kind of obscure them. But since the covariance deterministically converges to a constant within a few samples, regardless of the data, the confidence bands are not very interesting in the example in the article.