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Yes. Worked in a robotics startup and a tier 1 automotive supplier. In both, variants of the Kalman filter were used for some tasks.

They are a simple tool, and simple often works. You just need to know the limitions and know which variant (if any) is best applicable to the problem at hand.



Done plenty of automotive/robotics by this point and yep. A KF is usually my first (and often only) step between straight up not filtering and finding a controls expert to analyze the system properly. It's cheap, easy, and works well enough that I don't have to think too hard about it.


I recently saw "experience with Kalman filters" listed in a job ad from a Robotics company.


edit: Extensively!! In control theory it seems :)

It is just that I keep seeing KF be mentioned on Twitter and blogs etc. for using it in finance.




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