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.

Also written as: innovations

In a lesson

measured - est has 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.

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Used in

Do the lesson in the simulator

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