Kalman filters are really good at taking noisy sensor data and smoothing out the data to make more accurate predictions. For autonomous vehicles, Kalman filters can be used in object tracking. A Kalman filter does this by weighing the uncertainty in your belief about the location versus the uncertainty in the lidar or radar measurement. If your belief is very uncertain, the Kalman filter gives more weight to the sensor. If the sensor measurement has more uncertainty, your belief about the location gets more weight than the sensor measurement.
