Kalman Filter
**Kalman Filter**
What is Kalman Filter?
The Kalman filter is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone. More formally, it is a recursive Bayesian filter that estimates the state of a dynamic system from a series of incomplete and noisy measurements. Common applications include guidance, navigation, and control of vehicles, time series analysis, signal processing and econometrics.
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