Kalman filter
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English
Etymology
Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.
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.
- Synonym: LQE
- 2005, Randall L. Eubank, A Kalman Filter Primer, CRC Press, →ISBN:
- There is no doubt that complex notation can create a learning barrier and the notation involved in the Kalman filter can be quite formidable.
Verb
Kalman filter (third-person singular simple present Kalman filters, present participle Kalman filtering, simple past and past participle Kalman filtered)
- (transitive) To apply this algorithm to.