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

@article{Stepanov2011KalmanFP, title={Kalman filtering: Past and present. An outlook from Russia. (On the occasion of the 80th birthday of Rudolf Emil Kalman)}, author={Oleg A. Stepanov}, journal={Gyroscopy and Navigation}, year={2011}, volume={2}, pages={99-110} }

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.

## 17 Citations

Introduction to Kalman Filtering

- Geology
- 2019

Basic formation of Kalman filter, one approach of optimal linear-quadratic estimation, is highlighted for the ease of later in-depth discussions.

Research and Application of Moving Tracking of Stewart Based on Multi-innovation EKF Algorithm

- Engineering
- 2016

Because of the low estimation accuracy of normal extended Kalman Filter in strong nonlinear system, an improved extended Kalman Filter (MI-EKF) is presented to solve the problem, and the filtering…

Adaptive Estimation Algorithms and their Applications to Measurement Data Processing

- Computer Science2019 IEEE Conference of Russian Young Researchers in Electrical and Electronic Engineering (EIConRus)
- 2019

An adaptive estimation algorithm based on the Bayesian approach is described in detail and its effectiveness is illustrated by the example of gravity anomaly estimation on a moving vehicle under model uncertainty of the signal and measurement errors.

Comparative Analysis of Pitching Prediction Algorithms

- Computer ScienceIOP Conference Series: Materials Science and Engineering
- 2022

Two algorithms are described in the paper; one of them is the Kalman filter, which is based on the use of a pitching mathematical model, and the second uses a neural network in which the model is…

Analytical Algorithm for Attitude and Heading Estimation Aided by Maneuver Classification

- EngineeringGyroscopy and Navigation
- 2019

This paper presents a modified adaptive analytical algorithm for attitude and heading estimation based on the fusion of IMU, magnetometers and the velocity data from GPS without using Kalman filter.

An approach to the synthesis of control under uncertainty

- Mathematics2018 25th Saint Petersburg International Conference on Integrated Navigation Systems (ICINS)
- 2018

The paper suggests an approach to the synthesis of the control over a linear dynamical system with phase and control constraints under uncertainty, when the goal of control is to hold the state…

Using frequency approach to time-variant filtering for processing of navigation information

- Engineering
- 2012

The paper considers a procedure for linear time-variant filtering used in navigation data processing based on studying and simplifying the valid signal and measurement error models in the frequency domain and its application to synthesis of autonomous and corrected gyro verticals.

Nonlinear filtering for map-aided navigation. Part 1. An overview of algorithms

- Computer Science
- 2015

Considerable attention is focused on the algorithms based on the use of nonlinear filtering, which make it possible to not only formulate and solve the problem of algorithm design, but also provide a background for accuracy analysis.

ADAPTIVE GUARANTEED ESTIMATION OF A CONSTANT SIGNAL UNDER UNCERTAINTY OF MEASUREMENT ERRORS

- Mathematics
- 2020

Acceptance of the hypothesis about the probabilistic nature of measurement errors makes it possible to formulate the problem within the framework of the stochastic approach as the problem of finding the optimal estimate in the mean square sense and to use statistical methods.

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