The term “Kalman Filter” refers to a process of observing and measuring something over long periods of time, rather than simply making a single observation of a single moment at a specific time. The process never claims to be perfect, but it does claim to be a more accurate of understanding over the long term.
Why Andy Tillison chose to name his new band and new project Kalman Filter is beyond my knowledge. Whether he just liked the name or whether he has some intent in comparing his approach to the music to the Kalman Filter process is, again, unknown to me. Still, if it’s the latter, it seems to fit. The music does seem to me to be a way of thinking about a process, seen over moments of great lengths of time, reaching toward perfection.
To complicate matters, Tillison has written an extremely detailed if rather psychedelic story about his encounters with some black-op security forces here: https://www.thetangent.org/index.php/read/the-kalman-filter
Tillison is best known—especially to Americans—as the fountainhead and touchstone of all thing The Tangent related. But, he’s responsible for a number of other groups and projects as well: including, most recently, Tangekanic, as well as Parallel or 90 Degrees and a number of solo albums (Fog, Murk, Electric Sinfonia, and Durch).