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.
A well used state-space filter is the Kalman filter published by Rudolf Kalman in 1960. Source: Internet
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. Source: Internet