Kalman filter
id:
kalman-filter-165-2385905
title:
Kalman filter
text:
For statistics and control theory, Kalman filtering, also known as linear quadratic estimation, is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is constructed as a mean squared error minimiser, but an alter
brand slug:
wiki
category slug:
encyclopedia
description:
Algorithm that estimates unknowns from a series of measurements over time
original url:
https://en.wikipedia.org/wiki/Kalman_filter
date created:
2003-02-08T23:08:41Z
date modified:
2024-08-29T10:44:27Z
main entity:
{"identifier":"Q846780","url":"https://www.wikidata.org/entity/Q846780"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/a/a5/Basic_concept_of_Kalman_filtering.svg","width":1701,"height":861}
fields total:
13
integrity:
16