English Explanatory Dictionary

Kalman filter

English dictionary entry

Meanings

noun
  1. 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.
verb
  1. To apply this algorithm to.

Word forms

Kalman filter Kalman filters Kalman filtering Kalman filtered

Etymology

Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.

Synonyms

LQE
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