Kalman filter
<p>Dec 05, 2012 02:24 PM
 
eg   consider the arm position , speed, direction of a robot arm.
you have noisy estimates of position and speed and direction and you want
an optimal estimate of the true state  (in order to apply force to drive it in the direction you want).
 
common applic:  guidance, navigation and control of vehicles.
 
used in time series analysis in signal proc and econometrics.
 
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