Kalman filter

Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.

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.

   Synonym: LQE

   • 2005, Randall L. Eubank, A Kalman Filter Primer‎, CRC Press, →ISBN:

     There is no doubt that complex notation can create a learning barrier and the notation involved in the Kalman filter can be quite formidable.