Kalman filter
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English
[edit]Etymology
[edit]Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.
Noun
[edit]Kalman filter (plural Kalman filters)
- 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