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The Kalman Filter

Kalman filtering would appear to be ideally suited to modeling a quantum system, because it does not require the exact state of the system to be known. Due to Heisenberg's uncertainty principle, a degree of uncertainty always exists in a quantum system. Quantum Mechanics also has the general property of being linear, which fits one of the requirements of the Kalman Filter.



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Colm O hEigeartaigh 2003-05-30