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Description: In 1960, R. E. Kalman published his famous paper describ ing a recursive solution to the discrete data li near filtering problem [Kalman6O]. Since that time, due in large part to advances in computing, the Kaloanfilter has been the subject ofextens iveresearchandapplication. particularly in the area of autonomous or Assis ted navigation. A very "friendly, and introduction general idea oftheKalmanfilter canbefoundinChapterlof [Maybeck79] whileamorecomplete introductory discussion can be found in [Sorenson7O] which also contains some interesting historic al narrative. More extensive references inclu de [Gelb74 Grewal93 Maybeck79 Lewis86 Brown92 Jacobs93]. The Process to be Estimated
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