Description: In simple terms, the Kalman filter is an optimal recursive data processing algorithm (optimization autoregression data processing algorithms). To solve a large part of the problem, he is the best, most efficient even be the most useful. His wide range of applications has more than 30 years, including robot navigation, control, sensor data fusion even in the military and missile tracking radar systems and so on. In recent years, even it has been used in computer image processing, such as head and face recognition, image segmentation, edge detection and so on.
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