Kalman filter

The Kalman filter is an algorithm (a step-by-step process) that helps people remove errors from numbers. It is named for Rudolf E. Kálmán, a mathematician who helped to make it.

Science can use the Kalman filter in many ways. One important use is steering airplanes and space ships. People also use the Kalman filter to make a model of how humans use nerves and muscles to move their bodies.

The Kalman filter has two steps. The first step is predicting (trying to say what you think will happen). The Kalman filter makes a first guess about what we think is true (an estimate) and how certain we are that it is true (uncertainty). Next, the Kalman filter makes a new guess by using a weighted average. More certain numbers are more important in this weighted average. After doing these two steps, we use the new guess to start these steps again.

References

Category:Algorithms