Couple of years ago I blogged about how it was developed for the Apollo program [1] and then I wrote an implementation of different variations of it in Go [2].

Couple of years ago I blogged about how it was developed for the Apollo program [1] and then I wrote an implementation of different variations of it in Go [2]. [1] https://cybernetist.com/2019/01/13/apollo-kalman-filter-and-go/ https://cybernetist.com/2019/01/13/apollo-kalman-filter-and-... [2] https://github.com/milosgajdos/go-estimate https://github.com/milosgajdos/go-estimate