Kalman filter is one of the most important but not so well explained filter in the field of statistical signal processing. As far as its importance is concerned, it has seen a phenomenal rise since its discovery in 1960. One of the major factors behind this is its role of fusing estimates in time and space in an information-rich world. For example, position awareness is not limited to radars and self driving vehicles anymore but instead has become an integral component in proper operation of industrial control, robotics, precision agriculture, drones and augmented reality. Kalman filter plays a major role

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## The Reason Why the Monty Hall Problem Continues to Perplex Everyone

The Monty Hall problem is an interesting puzzle loosely based on an American TV game show Let’s Make a Deal hosted by Monty Hall. While the puzzle looked simple, it perplexed some of the brightest mathematical minds in the United States, including the great Paul Erdös who was one of the most prolific mathematicians of the 20th century. This continues to be the case today. I looked upon a number of references to find the source of confusion in the Monty Hall problem but failed. All I found was different solutions. Therefore, I built one myself with the usual from

Continue reading## Cascaded Integrator Comb (CIC) Filters – A Staircase of DSP

In olden days, people used to have lots of kids. A famous Urdu satirist once wrote: "It has been observed that the last kid is usually the most mischievous of them all. Therefore, there should be no last kid in a family!" I remembered this line today because I have observed that starting a write-up is the most difficult task of them all. Therefore, there is no introductory paragraph in this article. Suffice it to say that this is the only topic I have found that takes you from a very small first step (just two additions) to really advanced

Continue reading## An Intuitive Guide to Linear Regression

We have described before how supervised learning can help us predict a continuous-valued output or organize the input into discrete categories, commonly known as regression and classification problems, respectively. In this article, we describe linear regression and leave the classification algorithms for a future post. What is Linear Regression? Suppose that you are a young investor living in a region with cold climate. One day an idea flashes in your mind that perhaps the shares in the regional stock market climb linearly with the temperature: the better the weather, the higher the prices. You already know what the temperature is

Continue reading## The Coin Toss Puzzle and the Simplest Possible Solution

Recently, I wrote an article on why the Monty Hall problem has perplexed so many brilliant minds where I showed that it was a corner case between 1 open and 1 closed door, while the intuitive but wrong answer is close to the probability curve of 1 open door. Now a coin toss puzzle has appeared on Twitter that has gone viral as it goes against our common intuition of probability and random sequences (such as a series of coin tosses). The puzzle goes as follows. The Problem Flip a fair coin 100 times—it gives a sequence of heads (H)

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