Kalman filter

English

Etymology

Named after Rudolf E. Kálmán, one of the primary developers of its theory.

Noun

Kalman filter (plural Kalman filters)

  1. 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 precise than those based on a single measurement alone. They are used in navigation, signal processing, etc.
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