gnarlymedia/A-Fiery-Death-and-State-Based-Estimation

This project deals with the so-called Kalman filter, an algorithm for a recursive solution to the discrete- data linear filtering problem. Originally published in a 1960 paper by R.E. Kalman, the algorithm provides an efficient recursive computational means to estimate the state of a process, in a way that minimises the mean of the squared error (or variance).