This is the Linux app named EMGU Kalman Filter whose latest release can be downloaded as KalmanFilterx64.zip. It can be run online in the free hosting provider OnWorks for workstations.
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EMGU Kalman Filter
DESCRIPTION
The Kalman filter is an algorithm which operates recursively on streams of noisy input data to produce a statistically optimal estimate of the underlying system state (Original Paper). The filter is named for Rudolf (Rudy) E. Kálmán, one of the primary developers of its theory. More information is available at Wikipedia, the Kalmn Filter was derived to solve the Wiener filter problem. The Wiener filter problem is to reduce the amount of noise present in a signal by comparison with an estimation of the desired noiseless signal. The discrete-time equivalent of Wiener's work was derived independently by Kolmogorov and published in 1941. Hence the theory is often called the Wiener-Kolmogorov filtering theory.In these examples the signal processes is the movement of the mouse and random data. While a simple application the algorithm can have numerous applications including image smoothing, edge tracking and optical flow to name a few.
This is an application that can also be fetched from https://sourceforge.net/projects/emgukalman/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.