Introduction - If you have any usage issues, please Google them yourself
Kalman Filter is an efficient recursive filter that can estimate the state of a dynamic system from a range of noise measurements. It is widely used in engineering applications such as Radar and computer vision, and it is also a very important subject in control theory and control system engineering. Along with linear mean square programming, the Calman filter can be used to solve the LQG (Linear-quadratic-Gaussian, control) problem. Calman filter, linear mean square adaptation and linear mean square Gauss controller are the main solutions to the basic problems in most control fields.