Kalman filter

== English == === Etymology === Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory. === Noun === 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 === Verb === Kalman filter (third-person singular simple present Kalman filters, present participle Kalman filtering, simple past and past participle Kalman filtered) (transitive) To apply this algorithm to.