A Kalman filter is an optimal estimation algorithm that combines a system's predicted state with noisy sensor measurements to provide a more accurate estimate of the "true" state. For beginners, it is often explained as a continuous "predict-correct" loop that balances what we think should happen against what we actually see. 🚀 Top MATLAB Resources for Beginners
% Store filtered position filtered_positions(k) = x_est(1); A Kalman filter is an optimal estimation algorithm
for k = 1:N true_pos(k) = true_vel * t(k); end A Kalman filter is an optimal estimation algorithm