 ##  [Kalman Filter](/kalman-filter) 

  ##  [Kalman Filter](https://mathlogic.quantumdictionary.io/kalman-filter-0) 

  
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- Natural &amp; Formal Sciences -

**Mathematics &amp; Logic Dictionary**

 
Definition

A recursive Bayesian estimator for linear dynamical systems under Gaussian noise assumptions that produces minimum-variance estimates of the hidden state by alternating prediction (time update) and correction (measurement update) steps.