From HAN Software:
Visual Kalman Filter is a visual math tool to make Kalman filter for linear or nonlinear system. Only three steps you need do, and you'll get the curve and the estimated results. The Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) means to estimate the state of a process, in a way that minimizes the mean of the squared error. The filter is very powerful in several aspects: it supports estimations of past, present, and even future states, and it can do so even when the precise nature of the modeled system is unknown. Visual Kalman Filter provides a visual method to estimate the state of a process. Version 3.0 simplfies the operations.