What is the Kalman Filter?
The Kalman Filter is 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.
Originally developed by Rudolf E. Kálmán, the Kalman Filter is particularly useful when dealing with systems that change over time. 🚂 Imagine you're tracking the position of a train using a noisy GPS signal. The Kalman Filter helps to estimate the most probable position of the train at each point in time.
Learn more about Machine Learning • Simulate a Kalman Filter