Lightweight Javascript library for Noise filtering using Kalman filters

Filtering noisy measurements can be an extremely difficult endeavor; take brain signals for example. While this is true, there are also many situations where the system is fairly simple and the focus lies on speed, online computation (i.e. in real time) and ease of use. Filtering distance measurements from a sonar sensor can be such a case. For these applications it is useful to have a simple, but effective, noise filtering algorithm in your toolkit....