Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Short question:

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

share|cite|improve this question
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.

share|cite|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.