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Kalman Filter
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Summary
A
Kalman Filter
is an algorithm that uses a series of measurements observed over time, containing
statistical noise
and other inaccuracies, to produce estimates of
unknown variables
that tend to be more precise than those based on a
single measurement
alone. It is widely used in
control systems
, robotics, and navigation to predict the state of a
dynamic system
in real-time by
recursively updating
estimates with new data.
Relevant Degrees
Probability and Statistics 70%
Engineering and Technology 30%
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