The Kalman filter is used in . This book is the smoothest on‑ramp I’ve found.
Let’s dive in.
Your Fitbit or Apple Watch uses a Kalman filter to combine accelerometer noise and gyroscope drift into a smooth step count. Without it, jumping jacks would look like earthquakes.
The Kalman filter is often viewed as a "black box" of complex matrix algebra, but at its core, it is simply a way to find the truth by combining two imperfect sources of information: a mathematical guess and a sensor measurement.