# Kalman

This Module comes with no guarantee, what so ever.

Filter raw data (often from sensors).

## What is the Kalman filter?

In statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is 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 accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe.

https://en.wikipedia.org/wiki/Kalman_filter

## Inspiration

This implementation is inspired by Lachlan Blackhall's Python implementation: https://github.com/lblackhall/pyconau2016/blob/master/kalman.py

Watch his Pycon Australia talk for a good, easy-to-digets introduction to the Kalman filter:

https://www.youtube.com/watch?v=VBfqrTOL6z0

## Installation

The package can be installed by adding `kalman`

to your list of dependencies in `mix.exs`

:

```
def deps do
[
{:kalman, "~> 0.1.0"}
]
end
```