Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing 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 using Bayesian inference and estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. , one of the primary developers of its theory.

Filename	Size	Update
Kalman filter\Kalman.c	2937	2009-09-09
Kalman filter\Kalman.cpp	4754	2009-09-09
Kalman filter\kalman.m	3414	2009-09-16
Kalman filter

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