Post by Şener Özönder
Assoc. Prof. @ Institute for Data Science & Artificial Intelligence, Boğaziçi University | Founder @ ArtificaX
The more you learn probability and stochastic processes, the more trivial 𝗾𝘂𝗮𝗻𝘁𝘂𝗺 𝗺𝗲𝗰𝗵𝗮𝗻𝗶𝗰𝘀/𝗳𝗶𝗲𝗹𝗱 𝘁𝗵𝗲𝗼𝗿𝘆 gets. The figure below is from T.N. Thiele (1880), inventing Kalman filter before Kalman, and 68 years before Feynman's path integral article!