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.

Thanks to John Lukesh, who diligently transcribed the paper into electronic form, we are able to make available a PDF version of this seminal paper. (480KB). This PDF is best viewed with Acrobat Reader.

Please see John's explanation and notes about the transcription.

Thanks to ASME for permission to post this. For information on other ASME publications, please see here.

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

@article{
    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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