If you want to understand Kalman filter in simplest term, check out the article at http://credentiality2.blogspot.com/2010/08/simple-kalman-filter-example.html

If you want to understand Kalman filter in simplest term, check out the article at http://credentiality2.blogspot.com/2010/08/simple-kalman-filter-example.html http://credentiality2.blogspot.com/2010/08/simple-kalman-fil...