The Seminal Kalman Filter Paper (1960)

In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discrete-data linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation.

Please let me know if you find this useful, and also if you find any transcription errors.

    Author = {Kalman, Rudolph Emil},
    Title = {A New Approach to Linear Filtering and Prediction Problems},
    Journal = {Transactions of the ASME--Journal of Basic Engineering},
    Volume = {82},
    Number = {Series D},
    Pages = {35--45},
    Year = {1960}

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Last modified: Friday, December 21, 2007