Cool ideas of things to add
If you build a moving robot, it can have several inputs that measures position, speed or acceleration. Together they can give an accurate prediction of where the robot is, and where it will be in the near future. The difficult thing is to know what reading is the best. Do I have an accurate position ? Is the speed sensor showing the correct speed. Is my accelerometer accurate ? A Kalman filter handles combining several inputs and keeps track of how much you can trust each sensor.