Dan Kalman
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Dan Kalman
Daniel "Dan" Simon Kalman (born March 21, 1952 in Oakland, California) is an American mathematician and winner of nine awards for expository writing in mathematics. (Several article titles have links to online pdf's.) Education and career After graduating from Oakland High School in 1970, Kalman matriculated at Harvey Mudd College, where he graduated in 1974. From 1974 to 1980 he was a graduate student at the University of Wisconsin–Madison, where he received his PhD in 1980. He was from 1978 to 1979 an instructor at Lawrence University in Appleton, Wisconsin, and from 1979 to 1983 an assistant professor at the University of Wisconsin–Green Bay. After teaching as a visiting lecturer from 1983 to 1985 at Augustana College in Sioux Falls, South Dakota, Kalman worked from 1985 to 1993 as a member of the technical staff of The Aerospace Corporation in Los Angeles. At Washington, D.C.'s American University he was from 1993 to 1998 an assistant professor, from 1998 to 2003 an assoc ...
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Kalman Filter
For statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, who was one of the primary developers of its theory. This digital filter is sometimes termed the ''Stratonovich–Kalman–Bucy filter'' because it is a special case of a more general, nonlinear filter developed somewhat earlier by the Soviet mathematician Ruslan Stratonovich. In fact, some of the special case linear filter's equations appeared in papers by Stratonovich that were published before summer 1960, when Kalman met with Stratonovich during a conference in Moscow. Kalman filtering has numerous te ...
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