The Kalman Filter? A Tool We Use Everyday

Almost all modern control systems, both military and commercial, use the Kalman filter. It guided the Apollo 11 lunar module to the moon’s surface and is used in phased-array radars to track missiles, inertial guidance systems in aircraft, submarines, missile autopilots, the Global Positioning System, the Space Shuttle and rockets.

AFOSR initiated support for Dr. Rudolph E. Kalman and Dr. Richard Bucy in 1958 to investigate the use of modern mathematical statistical methods in estimation.  At the time, AFOSR program managers saw an opportunity in science for the creation of new mathematical techniques that could alter control applications.  With AFOSR support, Kalman and Bucy wrote several papers that revolutionized the area of estimation.

This research ultimately led to the development of what is now known as the Kalman filter, which revolutionized the field of estimation, and had an enormous impact on the design and development of precise navigation systems.  The Kalman and Bucy technique of combining and filtering information from multiple sensor sources achieved accuracies that clearly constituted a major breakthrough in guidance technology.

Watch the video to see how the Kalman Filter came to be!