SimpleKalman

    public class SimpleKalman
    {
        private readonly float _q = 0.000001f;
        private readonly float _r = 0.01f;
        private float _p = 1, _k;

        public SimpleKalman()
        {
        }

        public SimpleKalman(float q, float r)
        {
            _q = q;
            _r = r;
        }

        private void MeasurementUpdate()
        {
            _k = (_p + _q)/(_p + _q + _r);
            _p = _r*(_p + _q)/(_r + _p + _q);
        }

        public float Last { get; private set; }

        public float Update(float measurement)
        {
            MeasurementUpdate();

            var result = Last + (measurement - Last)*_k;
            Last = result;

            return result;
        }
    }