You have a GPS tracker on the car, but it’s a bit "jittery" and fluctuates.
% State Vector [x; v] -> [Position; Velocity] % We assume the object starts at 0 with 0 velocity. x = [0; 0];
The "weight" is called the . If the measurement is very noisy, the gain is small (trust prediction more). If the prediction is uncertain, the gain is large (trust measurement more).