You have a GPS tracker on the car, but it’s a bit "jittery" and fluctuates.
Imagine you are tracking a radio-controlled car. You have two sources of information: You have a GPS tracker on the car,
The Kalman Filter is a bridge between a noisy physical world and a precise mathematical model. By starting with a simple 1D example like the one above, you can build the intuition needed to tackle complex problems like drone stabilization or financial market forecasting. "An Introduction to the Kalman Filter."
Look for Greg Welch and Gary Bishop’s introductory paper, "An Introduction to the Kalman Filter." You have a GPS tracker on the car,