Naming and Historical Development
The filter is named after Hungarian émigré Rudolf E. Kálmán, though Thorvald Nicolai Thiele and Peter Swerling developed a similar algorithm earlier. Richard S. Bucy of the University of Southern California contributed to the theory, leading to it often being called the Kalman-Bucy filter. Stanley F. Schmidt is generally credited with developing the first implementation of a Kalman filter. It was during a visit by Kalman to the NASA Ames Research Center that he saw the applicability of his ideas to the problem of trajectory estimation for the Apollo program, leading to its incorporation in the Apollo navigation computer. This Kalman filter was first described and partially developed in technical papers by Swerling (1958), Kalman (1960) and Kalman and Bucy (1961).
Kalman filters have been vital in the implementation of the navigation systems of U.S. Navy nuclear ballistic missile submarines, and in the guidance and navigation systems of cruise missiles such as the U.S. Navy's Tomahawk missile and the U.S. Air Force's Air Launched Cruise Missile. It is also used in the guidance and navigation systems of the NASA Space Shuttle and the attitude control and navigation systems of the International Space Station.
This digital filter is sometimes called the Stratonovich–Kalman–Bucy filter because it is a special case of a more general, non-linear filter developed somewhat earlier by the Soviet mathematician Ruslan L. Stratonovich. In fact, some of the special case linear filter's equations appeared in these papers by Stratonovich that were published before summer 1960, when Kalman met with Stratonovich during a conference in Moscow.
Read more about this topic: Kalman Filter
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