Kalman Filter

The Kalman Filter is an efficient optimal estimator (a set of mathematical equations) that provides a recursive computational methodology for estimating the state of a discrete-data controlled process from measurements that are typically noisy, while providing an estimate of the uncertainty of the estimates.

A perfect signal filter for any indicator. Use this to filter direct price data before inputting the information into an indicator calculation or alternatively to filter out noise from an indicator output.

I'm of the opinion this is a much better filter than the Jurik Filter.