Kalman filter
verbEtymology Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.
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To apply this algorithm to.
Kalman filter
nounEtymology Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.
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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.
- There is no doubt that complex notation can create a learning barrier and the notation involved in the Kalman filter can be quite formidable.2005, Randall L. Eubank, A Kalman Filter Primer, CRC Press, →ISBN: