Rudolph E. Kalman

The following was originally published in SIAM News in June of 1994, and then modified by Greg Welch in May of 2004 to correct and update some information.

Rudolf E. Kalman, a graduate research professor emeritus at the University of Florida and ad personam chair at the Swiss Federal Institute of Technology in Zurich, and Andrew J. Majda, a professor of mathematics and of applied and computational mathematics at Princeton University, were among the 60 new members and 15 foreign associates elected to the National Academy of Sciences in April.

The election of Kalman, a control theorist who is "without a doubt the most influential researcher in the field," provides "additional evidence, if more was needed, that the field of systems and control is now an established part of mathematics and science," says Eduardo Sontag of Rutgers University. Kalman is best known for the linear filtering technique that he developed in the years 1959-1961 (from 1960 on partly in collaboration with Richard Bucy) to strip unwanted noise out of a stream of data. The Kalman filter is widely used in navigational and guidance systems, radar tracking, sonar ranging, and satellite orbit determination (for the Ranger, Apollo, and Mariner missions, for instance), as well as in fields as diverse as seismic data processing, nuclear power plant instrumentation, and econometrics. (See "Engineers Look to Kalman Filtering for Guidance" in the August 1993 issue of SIAM News, page 8, for a discussion of the origin, function, and extraordinary usefulness of the Kalman filter.)

The Kalman filter, which is based on the use of state-space techniques and recursive algorithms, revolutionized the field of estimation. The filter was the first major contribution in Kalman's influential work in control theory, Sontag observes. Sontag and Yutaka Yamamoto of Kyoto University, both former students of Kalman's, provided SIAM News with the following summary of Kalman's work:

"During the 1960s, Kalman was the leader in the development of a rigorous theory of control systems. Among his many outstanding contributions were the formulation and study of most fundamental state-space notions (including controllability, observability, minimality, realizability from input/output data, matrix Riccati equations, linear-quadratic control, and the separation principle) that are today ubiquitous in control. While some of these concepts were also encountered in other contexts, such as optimal control theory, it was Kalman who recognized the central role that they play in systems analysis. The paradigms formulated by Kalman and the basic results he established have become an intrinsic part of the foundations of control and systems theory and are standard tools in research as well as in every exposition of the area, from undergraduate engineering textbooks to graduate-level mathematics research monographs. During the 1970s Kalman played a major role in the introduction of algebraic and geometric techniques in the study of linear and nonlinear control systems. His work since the 1980s has focused on a system-theoretic approach to the foundations of statistics, econometric modeling, and identification, as a natural complement to his earlier studies of minimality and realizability."

Born in Hungary, Kalman received his SB and SM degrees from the Massachusetts Institute of Technology (1953, 1954) and his DEngSci from Columbia University (1957). In the early years of his career he held research positions at IBM and at the Research Institute for Advanced Studies (RIAS) in Baltimore. From 1964 to 1971, he was at Stanford University. In 1971, he became a graduate research professor and director of the Center for Mathematical System Theory at the University of Florida, retiring with emeritus status in 1962; concurrently he held an "ad personam" chair in Mathematics at the Swiss Federal Institute of Technology (ETH) in Zurich from 1973 through statutory retirement in 1997. Kalman's contributions to control theory and to applied mathematics and engineering in general have been widely recognized. In 1985, he was one of the laureates of the Kyoto Prize, inaugurated in that year by the Inamori Foundation of Japan. The Kyoto prize is sometimes referred to as the "Japanese Nobel prize." It recognizes "outstanding intellectual or creative activities which have significantly enriched the human experience," but which are outside the five categories specifically designated in Alfred Nobel's will. Kalman received the first Kyoto Prize in the field of advanced technology. Among Kalman's other honors are the Institute of Electrical and Electronics Engineers' highest award, the Medal of Honor (1974), and the American Mathematical Society's Steele Prize (1986), which recognized the fundamental importance of the papers on linear filtering Kalman published in 1960 and 1961. Prior to his election to the National Academy of Sciences, Kalman has been elected member of the French, Hungarian, and Russian Academies of Sciences and of the National Academy of Engineering, as well as Fellow of the American Academy of Arts and Sciences.

Return to Welch and Bishop's Kalman filter page.
Return to Greg Welch's home page.

May 1, 2004