The Kalman filter30 is a minimum-variance filter in which time-series measurements are incorporated recursively into estimates of state variables it is the optimal, Bayesian least-squares estimator for linear dynamic systems.-text

The Kalman filter30 is a minimum-variance filter in which time-series measurements are incorporated recursively into estimates of state variables it is the optimal, Bayesian least-squares estimator for linear dynamic systems.-The Kalman filte