Kalman filter

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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.[1] People also use the Kalman filter to make a model of how humans use nerves and muscles to move their bodies.[2]

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[change | change source]

  1. Paul Zarchan; Howard Musoff (2000). Fundamentals of Kalman Filtering: A Practical Approach. American Institute of Aeronautics and Astronautics, Incorporated. ISBN 978-1-56347-455-2.
  2. Wolpert, Daniel; Ghahramani, Zoubin (2000). "Computational principles of movement neuroscience". Nature Neuroscience. 3: 1212–7. doi:10.1038/81497. PMID 11127840.