Kalman filter
Sign in to saveAlso known as linear quadratic estimation, LQE, Kálmán filter, Stratonovich–Kalman–Bucy filter
algorithm that estimates unknowns from a series of measurements over time
Wikidata facts
- Instance of
- algorithm
- Subclass of
- estimator
- Named after
- Rudolf E. Kálmán
- Image
- Basic concept of Kalman filtering.svg
- Has use
- state of charge
Show 3 more facts
- Stack Exchange tag
- stackoverflow.com/tags/kalman-filter
- Commons category
- Kalman filters
- maintained by WikiProject
- WikiProject Mathematics
via Wikidata · CC0
~40 min read
Encyclopedic overview
The Kalman filter keeps track of the estimated state of the system and the variance or uncertainty of the estimate. The estimate is updated using a state transition model and measurements.
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Excerpted from Wikipedia’s “Kalman filter” article, available under the CC BY-SA 4.0 licence.