You are a guest. Restricted access. Read more.
Kalman filter
- Snippet from Wikipedia: Kalman filter
The Kalman filter, 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.
Unregistered users have a limited access to this section.
You can unlock advanced pages after becoming a full member.
You can also request to edit this manual and insert comments.