Kalman filter

The Kalman filter is a mathematical tool used to estimate unknown variables over time, combining measurements and predictions in a way that reduces errors. It works by taking noisy data, like GPS signals or sensor readings, and gradually refining the estimate of an object's position or state, accounting for uncertainty in both the measurements and the model itself. This iterative process helps improve accuracy in various applications, including navigation, robotics, and finance, by providing a clearer picture of reality even when the information we have is imperfect or incomplete.