Kalman filter

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Use a Savitzky-Golay filter

Kalman filters suck. They are model based and tied closely to the accurate model of a specific problem domain (for example, airplane flight dynamics, which may be unique to a specific aircraft.). For a good, yet general purpose filter that just looks at the numbers and doesn't care about the application domain and need no model of the sensor data, then consider the Savitzky-Golay (in IIR and FIR varieties).

At least, this is what I was left with feeling about the Kalman filter when I thought to use it to filter Geiger Counter detection events, and to filter accelerometer sensor readings. Maybe I was doing it wrong and I made it harder than it needed to be, so I came up with a mistaken notion.