ANÁLISIS Y APLICACIÓN DEL FILTRO DE KALMAN A UNA SEÑAL CON RUIDO ALEATORIO Analysis and application of the Kalman filter to a signal with random noise

This article contains a review on the algorithm developed by Rudolf Kalman, first give basic knowledge and understanding necessary for the Kalman filter, subsequently perform the corresponding mathematical analysis to obtain the equations to be implemented for the development of the algorithm and finally simulates the Kalman algorithm on a second order plant using Matlab software and based on this relevant conclusions will be drawn.