==== The Kalman Filter ====


"The Kalman filter is an efficient recursive filter which estimates the state of a dynamic system from a series of incomplete and noisy measurements." [[wp>Kalman_filter]]

The kalman filter is a [[Predictive Filter]]


====software====

[[OpenCV]] contains some kalman filtering

====reading====

"An Introduction to the Kalman Filter" by Greg Welch and Gary Bishop > http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

Kalman, R. E. A New Approach to Linear Filtering and Prediction Problems, Transactions of the ASME - Journal of Basic Engineering Vol. 82: pp. 35-45 (1960)