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How do I smooth a flying route using Kalman filtering ?

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Assuming I have a flying route, for an exmaple:
x = [5 4.9 4.8 4.7 4.6 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.5 4.4 4.3 ] ;
y = [5 5 5 5 5 5 5.1 5.2 5.3 5.4 5.5 5.6 5.5 5.4 5.3 5.2 5.2 5.2 5.2 ] ;
How do I smooth the route such that the accelerations would be finite, or in other words - the 90 degrees turns would be smooth, and the 180 flip direction would also be smooth, by using Kalman filter ?
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Geoff Hayes
Geoff Hayes on 13 Jul 2014
Are your observations the (x,y) coordinate pairs given by the above vectors? Are you planning on using a Linear Kalman Filter?

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