1. A method for improving a Kalman filter solution, comprising: (a) receiving a plurality of sequential measurements of a state variable, each measurement including a respective noise contribution; (b) obtaining for each measurement of the plurality of sequential measurements, a Kalman-filtered estimate of the state variable; (c) determining for each Kalman-filtered estimate, a respective error indicative of a departure of the Kalman-filtered estimate from the state variable; (d) selectively removing at least one sequential measurement from the plurality of sequential measurements responsive to a predetermined condition imposed upon the respective errors, those sequential measurements remaining after removal being referred to as a tailored plurality of sequential measurements; and (e) obtaining for each measurement of the tailored plurality of sequential measurements, a Kalman-filtered estimate for the state variable.