Kalman Filter

Kalman Filter is a mathematical algorithm used to estimate the state of a system by combining a series of measurements with a prediction of the system's state. It is widely used in space and astronautical engineering for navigation, guidance, and control of spacecraft. The Kalman Filter uses a set of mathematical equations to estimate the state of a system based on a series of measurements that contain noise or error. It is an optimal estimator that minimizes the mean squared error between the estimated state and the true state of the system. The Kalman Filter is particularly useful in situations where the measurements are incomplete, noisy, or uncertain. It is also used in spacecraft attitude determination and control, orbit determination, and trajectory optimization.
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