Animated kalman filtering example, in 1d, where only a noisy position measurment is available as input. The animation shows the actual position of the object being measured compared to uncertianty ellipses of the filter and measurments.
<p>The code is available here:
</p>
    <a rel="nofollow" class="external free" href="https://github.com/sukisuki/mvn/blob/master/mvn/examples/kalman.py">https://github.com/sukisuki/mvn/blob/master/mvn/examples/kalman.py</a>
<a href="//commons.wikimedia.org/w/index.php?title=User:Suki907&amp;action=edit&amp;redlink=1" class="new" title="User:Suki907 (page does not exist)">Suki907</a>
CC BY-SA 3.0
<span class="int-own-work" lang="en">Own work</span>