Ahmed-ElTahan/Discrete-Kalman-Filter

This is an example illustrates the use of Kalman filter as an optimal estimator

A Kalman filter is an optimal estimator - i.e. infers parameters of interest from indirect, inaccurate and uncertain observations. It is recursive so that new measurements can be processed as they arrive. (cf batch processing where all data must be present).
The Algorithm is applied to a free falling object example to demonstrate the use of the Kalman Filter.
A document has been attached to summarize the algorithm.