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Short question:

Can an element in the Kalman gain vector ever be over one?

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1 Answer

up vote 3 down vote accepted

In my experience I haven't seen the gain go above one, but theoretically, it shouldn't go above one either, because then the product of the gain and innovation will lie outside the range of the predicted value and the measurement received. This will be incorrect, because the estimated value should be in between the prediction and the measurement received.

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