Particle Physics Kalman Filter Implementation

The Kalman filter is a filter used to estimate the values of physical measurements provided time-discrete, noisy data. This technique is performed in steps, weighting the data measured at these discrete times with a prediction function used to estimate these measurements and thus accounting for noise in the measured data. The Kalman filter will be used to reconstruct the paths of particles through a magnetic field gradient induced by a dipole magnet. This reconstruction is part of an experiment designed to measure hadron scattering and production cross sections.