[nickmagus]

ya so am I. heres the top of the wikipedia article on kalman filters.

"The Kalman filter is an efficient recursive filter that estimates the state of a dynamic system from a series of incomplete and noisy measurements. Together with the linear-quadratic regulator (LQR) the Kalman filter solves the linear-quadratic-Gaussian control problem (LQG). The Kalman filter, the linear-quadratic regulator and the linear-quadratic-Gaussian controller are solutions to what probably are the most fundamental problems in control theory."