Talk:Fast Kalman filter

This looks slightly worrying: from one of the pages on the "fast Kalman filter" site linked to from this stub:

Mr. Antti Lange, Ph.D., who works as a senior scientist at the Finnish Meteorological Institute, is challenging Christians all over the world to take part in the battle for the microchip. Because, if it results in wrong hands, it will turn into the mark 666 of the beast spoken of in the book of Revelation. [1].

However, there also seem to be some legitimate references outside of the linked site to Lange as the inventor of a "Fast Kalman Filter". Can peoply knowledgeable in the field let us know whether this an important concept or a fringe concept? -- The Anome 14:17, Feb 17, 2005 (UTC)

Article cleanup[edit]

It is my impression that this article contains a unclear mixture of "method" and "aplications", two properties which should be separated. Furthermore I get the impression that FKF only applies to systems with sparse matrices, since Helmert-Wolf blocking is a methos to solve sparse linear equations. The ordinary Kalman filter is still computationally optimal for general systems. This limitation should be pointed out clearly! --Fredrik Orderud 14:47, 20 May 2005 (UTC) Please let me though point out that an optimal Kalman filter is reliable only if both of its observability and conrollability conditions are continuously satisfied. The ordinary Kalman filtering not only usually but very typically ignores the observability condition. Consequently, such mere optimality of computing is made at the expense of safety.86.115.200.70 (talk) 11:47, 9 March 2018 (UTC)Andy[reply]

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Other approaches?[edit]

At the moment only Lange's method is described here, but his method is no longer the only one (you can google for "fast kalman filter" and see for youselves). It would be nice to see them here also. (Why I am not doing it myself? Because it is a wayyyyyyyyy outside of my expertise.) 193.166.223.5 (talk) 07:21, 23 April 2020 (UTC)[reply]