Kalman filter
Noun
Meaning
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.
Examples
A well used state-space filter is the Kalman filter published by Rudolf Kalman in 1960.
It is often applied to stochastic filters such as the Kalman filter or particle filter that forms the heart of the SLAM (simultaneous localization and mapping) algorithm.