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.-In 1960, R. E. Kalman published his famous paper describ ing a recursive solution to the discrete-data l inear filtering problem. Since that time, due in large part to advances in digital computi Vi, the Kalman filter has been the subject of extens ive research and application. particularly in the area of autonomous or assis ted navigation.