Rudolf Emil Kalman

Rudolf Emil Kálmán[3] (May 19, 1930 – July 2, 2016) was a Hungarian-American electrical engineer, mathematician, and inventor. He is most noted for his co-invention and development of the Kalman filter, a mathematical algorithm that is widely used in signal processing, control systems, and guidance, navigation and control. For this work, U.S. President Barack Obama awarded Kálmán the National Medal of Science on October 7, 2009.[4]

This is quoted from the wikipedia. Kalman was a really intelligent scientist. You will be really fascinated by his work.

<–!more–>

The Thoery Of Kalman Filter[^2]

Actually, I’m not familiar with the Kalman Filter before, even through I have heard its name many times. This time I made a little effort trying to understand the Principle of it. And I find it is not easy to understand. But luckily, this blog^1 helped me a lot.

[^2]: Kalman filter - Wikipedia