How a Kalman filter works

Rudolf E. Kalman left us yesterday.

There are no words to explain how much this scientist contributed to the cybernetics field and what is the impact of his famous filter on our life. 

Consciously or not we use KF in thousand of different applications.

Yesterday a Big one left us and today many people who understand the importance of his research are sad, including me.

RIP Rudolf, thanks for your outstanding contribution.

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