A method that updates a changing estimate using prediction and new measurements.
A Kalman Filter is like following a shaky phone map. You guess your next step, then check the blue dot before you walk into a fountain.
It tracks a moving state, even when sensors are noisy. You meet it in location systems, sensor fusion, and self-driving cars.
Belief State
A Kalman Filter updates the current belief with prediction and measurement.
HMM
Both estimate hidden states, but a Kalman Filter handles continuous numbers.
Robotaxi
Robotaxis use Kalman Filters for localization and sensor fusion.