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Comment by serf

12 years ago

after having worked on a kalman implementation in processing, I had the same gut reaction.

The scalar case is not so bad; typically the filter is taught using the vector-input/vector-state case, which is more complex.

I can't make heads or tails of the assembler listing either. The specific thing I would look for in the assembler code is the division operation which is required to find the Kalman gain. I don't see it.

But, the anecdote about the Kalman filters use in this setting is well-known. (E.g., search for "Apollo" in http://ieeecss.org/CSM/library/2010/june10/11-HistoricalPers...)

The amazing thing from my point of view is not the implementation. It is rather that the theory, which was quite novel at the time, was only understood and published in 1960/61. To have it used in a flight system, and indeed a manned flight system, only 8 years later is really incredible.