Kalman Prediction in 2D for character movement

I would like a program written in LUA that is a Kalman filter for estimating the velocity and XY coordinates given a series of prior velocities and XY. The Kalman Filter LUA should take into account a latency of information (when the server sends the information to the client). The information is updated in roughly millisecond intervals. I can provide an excel or comma delimited txt file of such values as toy data with which to operate.