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The Kalman Filter, developed by Rudolf Kalman in 1960 and famously used for spacecraft navigation on the Apollo program, approaches this differently. Rather than a fixed weighting scheme, it maintains an explicit estimate of its own uncertainty at every step, and uses that uncertainty to calculate, mathematically, exactly how much weight a new observation deserves. When the filter is confident in its current estimate, it leans on that. When a new observation is more informative than what

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