Create new kalman_combinator component (#2965)

tests/test1.yaml

@@ -657,6 +657,15 @@ sensor:
         name: 'INA3221 Channel 1 Shunt Voltage'
     update_interval: 15s
     i2c_id: i2c_bus
+  - platform: kalman_combinator
+    name: "Kalman-filtered temperature"
+    process_std_dev: 0.00139
+    sources:
+      - source: scd30_temperature
+        error: !lambda |-
+          return 0.4 + std::abs(x - 25) * 0.023;
+      - source: scd4x_temperature
+        error: 1.5
   - platform: htu21d
     temperature:
       name: 'Living Room Temperature 6'
@@ -820,6 +829,7 @@ sensor:
     co2:
       name: 'Living Room CO2 9'
     temperature:
+      id: scd30_temperature
       name: 'Living Room Temperature 9'
     humidity:
       name: 'Living Room Humidity 9'
@@ -834,6 +844,7 @@ sensor:
     co2:
       name: "SCD4X CO2"
     temperature:
+      id: scd4x_temperature
       name: "SCD4X Temperature"
     humidity:
       name: "SCD4X Humidity"