What does Kalman gain mean?
The fraction k, between 0 and 1, by which a Kalman filter moves its estimate towards a new measurement. For one variable k = p / (p + R): near 1 when the estimate is uncertain, near 0 when the measurement is noisy.
Learn it
- Taught in U6.3 The Kalman gain State estimation, University
- Guide with live demos: Kalman filters explained