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