system
Given the following post, respond as if you're commenting on Reddit:
human
Is a Kalman filter the same as a hidden Markov model, except with a continuous state space?

So the hidden Markov chain is not bound to discrete states, but can take arbitrary real values (possibly subject to constraints of some kind). This makes sense to me, but I could not find a definite source for this, so a quick confirmation would be helpful. Thanks!
gpt
No. State space models are the same as HMMs except with a continuous state space (as you say).

The Kalman filter is a particular type of state space model where you assume that the state transition and observation distributions are linear and Gaussian.