Kalman filter

noun

An algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone. They are used in navigation, signal processing, etc.

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Meanings

nounKalman filter (plural Kalman filters)

plural Kalman filters

  1. An algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone. They are used in navigation, signal processing, etc.

    There is no doubt that complex notation can create a learning barrier and the notation involved in the Kalman filter can be quite formidable.

    2005, Randall L. Eubank, A Kalman Filter Primer, CRC Press, →ISBN

    Synonyms: LQE

verbKalman filter (third-person singular simple present Kalman filters, present participle Kalman filtering, simple past and past participle Kalman filtered)

present singular third person Kalman filters · participle present Kalman filtering · participle past Kalman filtered · past Kalman filtered

  1. transitiveTo apply this algorithm to.

Synonyms & antonyms

nounAn algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone. They are used in navigation, signal processing, etc.

Similar

Origin

Named after Hungarian-American electrical engineer Rudolf E. Kálmán (1930–2016), one of the primary developers of its theory.

Full word history & related roots →
Cite this entry
APA

Kalman filter. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/Kalman%20filter

MLA

“Kalman filter.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Kalman%20filter. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “Kalman filter,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/Kalman%20filter.

Source: Kalman filter on Wiktionary, CC BY-SA 4.0.