My experience with kalman filters is that it is important to reflect that what you are measuring (the output) actually has one true value, and not a range of va

My experience with kalman filters is that it is important to reflect that what you are measuring (the output) actually has one true value, and not a range of values. Determining a position of something has one true value (unless you go into quantum mechanics) while many things may not, such as hardness of a piece of wood, color of a car temperature in a lake etc. All of these may vary depending on the position you measure. You may be fooled by thinking that since the kalman filter outputs a value and an uncertainty that it actually incorporates the uncertainty in the output parameter. But it is not the same. An example. If you have a measurement between 0 and 1 that is 0.2. And then get another measurement that is 0.8. The filter will be more certain that the output is 0.5, than with only one measuerement of 0.2. Instead of widening the uncertainty as the intuition may tell you.