English: The diagram explains the basic steps of Kalman filtering: prediction and update. It also illustrates how the filter keeps track of not only the mean value of the state, but also the estimated variance.
Українська: Ця діаграма пояснює основні кроки фільтрування Калмана: передбачення та уточнення. Вона також ілюструє, як цей фільтр відстежує не лише середнє значення стану, але й оцінену дисперсію.
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