The Kalman filter is a way to do predictions from noisy measurements. For a (far) more precise definition, see [1].

Examples

See my Kalman filter examples.

External links

• Kalman filter examples (in Matlab)
• Kalman filter tutorial by Greg Czerniak
• KalmanFilterer: tool to work with Kalman filters

References

• [1] Wikipedia page about the Kalman filter