BabelNet

bn:01048386n

Noun Named Entity

Categories: Markov models, Wikipedia further reading cleanup, Nonlinear filters, Hungarian inventions, Stochastic differential equations

Kalman filter Kalman smoother Applications of Kalman filters Discrete Kalman filter information filter

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. Wikipedia

Definitions

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An approximating algorithm in optimal control applications and problems Wikipedia Disambiguation

IS A

algorithm

filter

NAMED AFTER

Rudolf E. Kálmán

Wikipedia

Kalman filter

Wikidata

Kalman filter

Wikipedia Redirections

Applications of Kalman filters, Discrete Kalman filter, information filter, Kalman-Bucy filter, Kalman-like filter, Kalman Filter, Kalman filtering, Kalman filters, Kalman gain, Kalman Smoother, Kalman smoother, Kalman–Bucy filter, Kalmen filter, Kálmán filter, Stratonovich-Kalman-Bucy, Stratonovich–Kalman–Bucy, The Kalman Smoother, Unscented Kalman filter

Wikidata Alias

linear quadratic estimation, LQE