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4 unusual facts about Kalman filter


Kalman filter

Stanley F. Schmidt is generally credited with developing the first implementation of a Kalman filter.

Kalman filters have been vital in the implementation of the navigation systems of U.S. Navy nuclear ballistic missile submarines, and in the guidance and navigation systems of cruise missiles such as the U.S. Navy's Tomahawk missile and the U.S. Air Force's Air Launched Cruise Missile.

Schmidt–Kalman filter

Stanley F. Schmidt developed the Schmidt–Kalman filter as a method to account for unobservable biases while maintaining the low dimensionality required for implementation in real time systems.

Video tracking

Kalman filter: an optimal recursive Bayesian filter for linear functions subjected to Gaussian noise.


Stanley F. Schmidt

From 1946 to 1961, he was with NASA Ames Research Center, where he discovered the utility of the Kalman filter as applied to data processing for the nonlinear navigation equations of the manned lunar mission.


see also