Kalman filtering: Past and present. An outlook from Russia. (On the occasion of the 80th birthday of Rudolf Emil Kalman)

• Stepanov, O. A.

Abstract

This article is in honor of the 80th birthday of Rudolf Emil Kalman. A brief biography of R.E. Kalman is presented. The most important facts concerned with the creation of the celebrated Kalman filter are briefly outlined. Some trends in the development of applied methods for solution of filtering problems are analyzed. Kalman's relations and contacts with Russian scientists as well as their contribution to filtering theory and its applications are discussed.