3. May 2009
This video (63 minutes) explains and demonstrates using the Kalman Filter as a soft-sensor which provides software-based "measurements". The Kalman Filter is applied to a simulated liquid tank:
The video is based on the simulator kalman_filter.exe which is in the zip-file kalman_filter.zip. (You can run the simulator while watching the video.)
The software needed to run the simulator is described here.