A Kalman filter is a mathematical method that helps to estimate the position of a moving object, like a flying airplane, by predicting where it will be in the future. It does this by combining information from sensors, like GPS, radar, and cameras, with mathematical equations. These equations take into account things like wind speed, the aircraft’s speed, and gravity. By merging all of this data, the Kalman filter can give you an estimate of the position of the moving object.