The Kalman Filter was used the in the Apollo 11 Guidance Computer [0] (discussed in the past on HN [1]). As someone linked previously, here is a historical per

The Kalman Filter was used the in the Apollo 11 Guidance Computer [0] (discussed in the past on HN [1]). As someone linked previously, here is a historical perspective [2], and a link to the actual state vector update computations [3]. The AGC maintained the state vectors for the KF. Ground control would run batch mode least squares solutions, and pass it on to the LM, where the updates to the state vector would be applied by hand. The variables of the state vector were a 6x6 matrix of position and velocity in X, Y, and Z or a 9x9 matrix when including radar/landmark bias. I have great admiration for Mr. Kalman. Controls engineering has greatly benefited from his work. [0] http://en.wikipedia.org/wiki/Apollo_Guidance_Computer http://en.wikipedia.org/wiki/Apollo_Guidance_Computer [1] https://news.ycombinator.com/item?id=8063192 https://news.ycombinator.com/item?id=8063192 [2] http://www.ieeecss.org/CSM/library/2010/june10/11-HistoricalPerspectives.pdf http://www.ieeecss.org/CSM/library/2010/june10/11-Historical... [3] http://www.ibiblio.org/apollo/listings/Comanche055/MEASUREMENT_INCORPORATION.agc.html http://www.ibiblio.org/apollo/listings/Comanche055/MEASUREME...