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 extensiv

In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata linear filtering problem [Kalman60]. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subje