.. include:: snippets/SimulatedObservationAtCurrentState.rst
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo09.rst
+
+.. include:: scripts/simple_KalmanFilter1.rst
+
.. ------------------------------------ ..
.. include:: snippets/Header2Algo06.rst
--- /dev/null
+.. index:: single: KalmanFilter (example)
+
+The Kalman Filter can be used for a **reanalysis of observations of a given
+dynamical model**. It is because the whole set of the observation full history
+is already known at the beginning of the time windows that it is called
+*reanalysis*, even if the iterative analysis keeps unkown the future
+observations at a given time step.
+
.. include:: snippets/SimulatedObservationAtCurrentState.rst
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo09.rst
+
+.. include:: scripts/simple_KalmanFilter1.rst
+
.. ------------------------------------ ..
.. include:: snippets/Header2Algo06.rst
--- /dev/null
+.. index:: single: KalmanFilter (exemple)
+
+Le filtre de Kalman peut être utilisé pour une **réanalyse des observations
+d'un modèle dynamique donné**. C'est parce que l'ensemble de l'historique
+complet de l'observation est déjà connu au début des fenêtres temporelles qu'on
+parle de *réanalyse*, même si l'analyse itérative conserve inconnues les
+observations futures à un pas de temps donné.
+