The Kalman filter - Its recognition and development for aerospace applications

HE Kalman filter is widely used today for state estimation in aerospace systems. This well-known filter made the transition from a relatively abstract theory to application in many aerospace systems within a very short period during the early 1960's. This paper describes the recognition of its utility and its subsequent development. The first publicly known Kalman filter application was made during the feasibility studies for the Apollo space program, This paper begins with a review of the events which led to defining the requirements for that filter. Then, a discussion is presented of how the theory came to the author's attention and some of the problems involved in interpreting the theory for potential application to the on-board navigation system for the Apollo mission. Next, a brief review of the dissemination of the findings to the general scientific community is covered. Subsequent sections outline the author's contributions to Kalman filter improvements. The paper thus presents a chronological account of how a mathematical filtering theory came of age and achieved its current wide engineering acceptance and practical utilization.