📡 Kalman Filter
A Kalman filter is a recursive algorithm that estimates the true state of a dynamic system from noisy measurements by alternating a predict step, using a motion model to project the state forward, with an update step that weights new sensor data by its uncertainty, yielding the statistically optimal minimum-variance estimate for linear systems.
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📡 Kalman Filter📖 Go deeper
For a fuller technical treatment, see the Algorithms Glossary — K reference on MySimulator.
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