In this example, the noisy data of displacement and velocity of a moving vehicle was used for estimation purpose using Kalman Filter. The implementation was done using Python and NumPy.

These two images below illustrates the true values and the measurement values of the displacement and velocity.

These two images below illustrates the true values and the estimation values calculated by Kalman Filter.

It can be seen that Kalman Filter is able to estimate the data as close as possible to the true values despite not knowing the true values.

MIT