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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
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<HTML><HEAD><TITLE>The Kalman Filter</TITLE>
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<META content="Some tutorials, references, and research on the Kalman filter." 
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<H1>
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  <TR>
    <TD vAlign=top align=middle width=55 rowSpan=2><IMG height=108 
      src="The Kalman Filter.files/kf_predict-correct.gif" width=168 
border=0></TD>
    <TD vAlign=bottom width="70%">
      <H1>The Kalman Filter</H1></TD></TR>
  <TR>
    <TD vAlign=top width="70%">
      <P>Some tutorials, references, and research related to the Kalman 
      filter.</P></TD></TR></TBODY></TABLE></H1>
<TABLE cellSpacing=3 cellPadding=0 border=0>
  <TBODY>
  <TR>
    <TD vAlign=top align=right width=55><A href="http://www.unc.edu/"><IMG 
      src="The Kalman Filter.files/oldwell1-tiny.jpg" border=0 
      naturalsizeflag="3"></A></TD>
    <TD vAlign=center align=left colSpan=2>
      <DIV align=left>
      <P>This site is maintained by <A href="http://www.cs.unc.edu/~welch">Greg 
      Welch</A> and <A href="http://www.cs.unc.edu/~gb">Gary Bishop</A>, faculty 
      members of the <A href="http://www.cs.unc.edu/">Department of Computer 
      Science</A> at the <A href="http://www.unc.edu/">University of North 
      Carolina at Chapel Hill</A>. <A href="mailto:welch@cs.unc.edu">Please 
      send</A> additions or comments.</P></DIV></TD>
    <TD vAlign=top align=right width=116><A 
      href="http://www.adobe.com/products/acrobat/readstep2.html"><IMG isMap 
      src="The Kalman Filter.files/getacro.gif" align=top useMap=#getacroMap10 
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      <P><A href="http://www.adobe.com/products/acrobat/readstep2.html">For PDF 
      file viewing</A>.</P></TD></TR></TBODY></TABLE>
<H2>
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    <TD class=dsR6>
      <HR>
    </TD>
    <TD class=dsR4 align=middle>
      <H2>News&nbsp;&amp;&nbsp;Events</H2></TD>
    <TD class=dsR6>
      <HR>
    </TD></TR>
  <TR>
    <TD class=dsR6 colSpan=3>
      <UL>
        <LI><SPAN class=ds3>[October 28, 2008] <A 
        href="http://www.ecs.fullerton.edu/~mgrewal/">Dr. M. S. Grewal</A> has a 
        <A href="http://www.kalmanfilteringgpsins.com/">new web site</A> for his 
        semi-annual course "Application of Kalman Filtering to GPS, INS, &amp; 
        Navigation." Registration is <A 
        href="http://kalmanfilteringgpsins.com/register">available on line</A>. 
        for the January 19-23 (2009) offering.</SPAN> 
        <LI><SPAN class=ds3>[September 5, 2008] <A 
        href="http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470173661.html">Kalman 
        Filtering Theory &amp; Practice Using MATLAB桾hird Edition</A> by <A 
        href="http://www.ecs.fullerton.edu/~mgrewal/">Dr. M. S. Grewal</A> has 
        been released. Order from <A 
        href="http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470173661.html">Wiley</A> 
        or <A 
        href="http://www.amazon.com/Kalman-Filtering-Theory-Practice-MATLAB/dp/0470173661/ref=sr_11_1?ie=UTF8&amp;qid=1220660063&amp;sr=11-1">Amazon</A>.</SPAN> 
        </LI></UL>
      <P></P>
      <UL>
        <LI><SPAN class=ds3>[sticky] On January 2, 2008, The U.S. <A 
        href="http://www.nae.edu/">National Academy of Engineering</A> announced 
        that Rudolf Kalman would receive the 2008 <A 
        href="http://www.nae.edu/nae/awardscom.nsf/weblinks/NAEW-4NHML8?OpenDocument">Charles 
        Stark Draper Prize</A> for "for the development and dissemination of the 
        optimal digital technique (known as the Kalman Filter) that is 
        pervasively used to control a vast array of consumer, health, commercial 
        and defense products." The $500,000 prize was presented in Washington, 
        DC, on February 19, 2008. More information is <A 
        href="http://www.nae.edu/nae/awardscom.nsf/weblinks/JMAN-7A4HZV?OpenDocument">available 
        here</A>. See also <A 
        href="http://www8.nationalacademies.org/onpinews/newsitem.aspx?RecordID=01022008">the 
        NAE press release</A>. We have also made available <A 
        href="http://www.cs.unc.edu/~welch/kalman/media/draper2008.html">some 
        photos of the event</A>, taken by Greg Welch.</SPAN> 
  </LI></UL></TD></TR></TBODY></TABLE></H2>
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    <TD align=middle colSpan=3>
      <DIV align=left>
      <HR>
      </DIV></TD>
    <TD align=middle colSpan=2>
      <H2>Quick Links</H2></TD>
    <TD colSpan=3>
      <HR>
    </TD></TR>
  <TR>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-Rudolph-6296"><IMG 
      height=48 src="The Kalman Filter.files/kalman_nae_2008-small.jpg" width=74 
      border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html"><IMG height=54 
      src="The Kalman Filter.files/kf_predict-correct_small.gif" width=85 
      border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/kftool/index.html"><IMG 
      height=80 src="The Kalman Filter.files/kf_tool.gif" width=84 
    border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-48213"><IMG height=68 
      src="The Kalman Filter.files/kf_book.gif" width=84 align=top 
    border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-49575"><IMG height=80 
      src="The Kalman Filter.files/kf_class.gif" width=84 border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-37516"><IMG height=84 
      src="The Kalman Filter.files/kf_www.gif" width=84 border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-23522"><IMG height=84 
      src="The Kalman Filter.files/kf_drive.gif" width=84 border=0></A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-21683"><IMG height=85 
      src="The Kalman Filter.files/paper.gif" width=84 border=0></A></TD></TR>
  <TR>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/index.html#Anchor-Rudolph-6296">R.E. 
      Kalman</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html">Introductory 
      Paper</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/kftool/index.html">Java-Based 
      Learning Tool</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/index.html#Anchor-48213">Printed 
      Material</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/#Anchor-49575">Courses</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/index.html#Anchor-37516">Other 
      Sites</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/index.html#Anchor-23522">Software</A></TD>
    <TD align=middle width="12%"><A 
      href="http://www.cs.unc.edu/~welch/kalman/index.html#Anchor-21683">Research 
      &amp; Applications</A></TD></TR></TBODY></TABLE>
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    <TD width="36%">
      <HR>
    </TD>
    <TD align=middle>
      <H2>Non-English Material</H2></TD>
    <TD width="36%">
      <HR>
    </TD></TR>
  <TR>
    <TD colSpan=3>
      <P>Thank you to the people who made the following possible:</P>
      <UL>
        <LI><A href="mailto:salman412412@gmail.com">Salman Masoumi</A> has 
        created a <A 
        href="http://www.cs.unc.edu/~welch/kalman/media/pdf/Kalman_bio_Fa.pdf">Farsi 
        translation of Kalman's biographical information</A>. 
        <LI>Xuchen Yao, a student at The Institute of Acoustics of The <A 
        href="http://english.cas.ac.cn/Eng2003/page/home.asp">Chinese Academy of 
        Sciences</A> has taken our article "<A 
        href="http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html">An 
        Introduction to the Kalman Filter</A>" and <A 
        href="http://yaoxuchen.googlepages.com/kalman">translated it into 
        Chinese</A>. 
        <LI><A href="mailto:rrrb@sureste.com">Ruben R. Raygosa</A> has 
        contributed a <A 
        href="http://www.cs.unc.edu/~welch/kalman/media/misc/RAYGOSA_KF_tutorial.zip">Spanish 
        tutorial for the Kalman filter</A>. </LI></UL></TD></TR></TBODY></TABLE>
<H2>
<TABLE cellSpacing=2 cellPadding=0 width="100%" border=0>
  <TBODY>
  <TR>
    <TD width="36%">
      <HR>
    </TD>
    <TD align=middle>
      <H2>Reference</H2></TD>
    <TD width="36%">
      <HR>
    </TD></TR></TBODY></TABLE></H2><A name=Anchor-Rudolph-6296></A>
<TABLE cellSpacing=2 cellPadding=0 border=0>
  <TBODY>
  <TR>
    <TD width=84><A 
      href="http://www.cs.unc.edu/~welch/kalman/media/images.html"><IMG 
      height=48 src="The Kalman Filter.files/kalman_nae_2008-small.jpg" width=74 
      border=0></A></TD>
    <TD vAlign=center>
      <H2></H2>
      <H2>Rudolph E. Kalman</H2></TD></TR>
  <TR>
    <TD colSpan=2>
      <UL>
        <LI>Biographical information 
        <UL>
          <LI>A little <A 
          href="http://www.cs.unc.edu/~welch/kalman/kalmanBio.html">biographical 
          information</A>. The information is <A 
          href="http://www.cs.unc.edu/~welch/kalman/media/pdf/Kalman_bio_Fa.pdf">also 
          available in Farsi</A>, thanks to <A 
          href="mailto:salman412412@gmail.com">Salman Masoumi</A>. 
          <LI><A 
          href="http://www.cs.unc.edu/~welch/kalman/siam_sontag.html">More 
          information</A>, thanks to <A 
          href="http://www.math.rutgers.edu/~sontag">Eduardo Sontag</A>, a 
          former student of R.E. Kalman's. 
          <LI>Yet <A href="http://en.wikipedia.org/wiki/Rudolf_E._Kalman">more 
          information in Wikipedia.</A> 
          <LI>There is a <A 
          href="http://www.ieee.org/web/aboutus/history_center/biography/kalman.html">nice 
          article on Kalman</A> in the <A 
          href="http://www.ieee.org/organizations/history_center/">IEEE History
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