...Kálmán, one of the primary developers of its theory. More information is available at Wikipedia, the Kalmn Filter was derived to solve the Wiener filter problem. The Wiener filter problem is to reduce the amount of noise present in a signal by comparison with an estimation of the desired noiseless signal. The discrete-time equivalent of Wiener's work was derived independently by Kolmogorov and published in 1941. Hence the theory is often called the Wiener-Kolmogorov filtering theory.
In these examples the signal processes is the movement of the mouse and random data. ...