It is an extremely effective and versatile procedure for combining noisy sensor outputs to estimate the state of a system with uncertain dynamics. For our purposes in this book: The noisy sensors may include GPS receivers and inertial sensors (accelerometers and gyroscopes, typically) but may also include speed sensors (e.g., wheel speeds of land vehicles, water speed sensors for ships, air speed sensors for aircraft, or Doppler radar), and time sensors (clocks).