Main Page | See live article | Alphabetical index The Kalman filter (named after its inventor, Rudolf Kalman) is an efficient recursive computational solution for tracking a time-dependent state vector with noisy equations of motion in real time by the least-squares method. It is used to separate signal from noise so as to optimally predict changes in a modeled system with time. Kalman filtering is used extensively in control systems engineering. Compare with: Wiener filter External links The Kalman Filter Kalman Filtering Kalman filters This article is from Wikipedia. All text is available under the terms of the GNU Free Documentation License.