What does innovation mean?
In a filter, the measurement minus what the filter predicted it would be: the part of the measurement the model did not see coming. Innovations should scatter around zero; a consistent sign means a biased model.
In a lesson
measured - esthas a name: the innovation, or residual. It is the part of the measurement your model did not predict, and it is the most useful diagnostic in the whole business.
Learn it
- Taught in U6.2 Predict and correct State estimation, University