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What even is a Kalman filter?
#1
If you've looked at the logs of your RPi running PyPilot, you've probably seen messages from the IMU code on startup about a "Kalman filter".  Link to code:

  https://github.com/seandepagnier/RTIMULi...4.cpp#L125

But what is a Kalman filter, and why use it?

In PyPilot, it's used to "denoise" the inputs from the IMU.  And as for the "what", here's a good article I found.

  https://www.bzarg.com/p/how-a-kalman-fil...-pictures/
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