Table of Content
Search clouds
Licenses
Author's resources
Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone. More formally, the Kalman filter operates recursively on streams of noisy input data to produce a statistically optimal estimate of the underlying system state. The filter is named for Rudolf (Rudy) E.
The Kalman filter is implemented in the Java jhplot.math.kalman.JKalman
class.
Let us give an example of using the Kalman filter using the Python syntax.