The Kalman filter is an algorithm that provides estimates of unknown variables based on a series of noisy measurements over time. It is widely used in fields such as engineering, robotics, economics, and signal processing for tasks such as tracking and estimation. The Kalman filter operates in two main phases: 1. **Prediction Phase**: In this phase, the filter predicts the state of the system at the next time step based on the current state estimate and a mathematical model of the system dynamics.
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