**Rudolf Kálmán** 1930/05/19 – 2016/07/02

The Hungarian-American Mathematician, engineer and inventor Rudi Kalman died this week at the age of 86. He is most famous for Kalman Filters which have proved vital when trying to land a rocket stage on a rolling barge at sea, or a lander on the moon, where we are relying on our onboard sensors, with inherent noise and uncertainty, to measure vital data such as altitude in real-time.

Given certain statistical assumptions Kalman showed that we can take advantage of the fact that we are working with a whole dynamical system where related variables are changing over time. The immediately preceding state and a change in a variable, like velocity for example, can give us a Bayesian estimate of another, such as position or elevation.

Here is an easy to follow and graphic explanation of Kalman filters due to Tim Babb, who lives in the San Francisco Bay Area, and is Lighting Optimization Lead for Pixar Animation Studios.

*Our robot also has a GPS sensor, which is accurate to about 10 meters, which is good, but it needs to know its location more precisely than 10 meters. There are lots of gullies and cliffs in these woods, and if the robot is wrong by more than a few feet, it could fall off a cliff. So GPS by itself is not good enough.***More here (article):** http://goo.gl/qnS3SjEven more here:

**Particle Filters Explained without equations (video 7:30):** https://goo.gl/LSeJNH**Associated teaching material (with equations):** http://goo.gl/Qhp0Mn**Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation (pdf):**https://goo.gl/zAmhQkKalman Filter (Wikip):

https://goo.gl/8SkoKCParticle Filter (Wikip):

https://goo.gl/k8oLna*Kálmán's ideas on filtering were initially met with vast skepticism, so much so that he was forced to do the first publication of his results in mechanical engineering, rather than in electrical engineering or systems engineering. Kálmán had more success in presenting his ideas, however, while visiting Stanley F. Schmidt at the NASA Ames Research Center in 1960. This led to the use of Kálmán filters during the Apollo program, and furthermore, in the NASA Space Shuttle, in Navy submarines, and in unmanned aerospace vehicles and weapons, such as cruise missiles.[citation needed]***Rudolf E. Kálmán (Wikip):** https://goo.gl/DuZWXUImage from article.