Kalman filter
Filtro de Kalman
- Date
- 1960 · confidence high
- Place
- Research Institute for Advanced Studies, Baltimore, Maryland, United States
- Credited to
- Rudolf Kalman (with Richard Bucy); implemented in Apollo guidance by Stanley Schmidt (NASA Ames)
- People
- 👤 Rudolf E. Kálmán1930–2016
- Field
- Knowledge & symbols
What it is
Recursive algorithm that estimates the state of a dynamic system by combining predictions and noisy measurements. It guided the Apollo spacecraft and today runs in every GPS, drone and car.
What it led to
- Inertial navigation and space guidance
- GPS and sensor fusion in robots and autonomous vehicles
- Control and forecasting in economics and meteorology
Built on
- control theory
- Bayesian statistics
- Wiener filter
Made possible
- Global Positioning System (GPS)1978-1995
- Self-driving car (VaMoRs, DARPA Grand Challenge, Waymo)1986-2018
- Apollo Guidance Computer
- drones