What is KF (Kalman filter)?

Kalman filtering is an algorithm that gives evaluations of some obscure factors provided the estimations observed over time. It is an algorithm that utilizes a progression of estimations observed over time. It incorporates statistical noise and different inaccuracies. It makes evaluations of unknown factors that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability appropriation over the variables for each timeframe.