Given the task definition and input, reply with output. In this task, we ask you to elaborate the sentence without changing its general meaning. You can do so by explaining further the input sentence, using more precise wording, adding qualifiers and auxiliary information etc.

Next , the Kalman filter makes a new guess by using a weighted average .

Kalman filter produces an estimate of the state of the system as an average of the system 's predicted state and of the new measurement using a weighted average .