A Kalman Filter Is a Memory System

Short summary

The author reframes the Kalman filter as a general-purpose memory system, connecting three seemingly unrelated problems: sensor noise filtering, AI agent conversation memory, and video object tracking. All three ask the same question—given prior beliefs and a noisy new observation, what do you now believe? The Kalman gain acts as a memory knob balancing past knowledge against new data, and the author builds a working 1D filter from scratch to demonstrate.

• •Kalman filtering is fundamentally a memory system, not just control theory
• •The Kalman gain K is a memory knob: how much past to keep vs. new observation to trust
• •Same math underlies sensor denoising, agent memory, and video object persistence

Generated with AI, which can make mistakes.