Kalman filters
**Kalman filters**
What is Kalman filters?
Kalman filters are algorithms that use a series of measurements observed over time, containing statistical noise and other inaccuracies, and produce estimates of unknown variables that tend to be more precise than those based on a single measurement alone. More formally, it is a recursive estimator for estimating the state of a dynamic system from a series of incomplete and noisy measurements. It is commonly used in navigation, control systems, sensor fusion, and time series analysis.
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