英文維基“en.wikipedia.org/wiki/Kalman_filter”介紹,“The filter is named after Hungarian émigré Rudolf E. Kálmán, although Thorvald Nicolai Thiele[3][4] and Peter Swerling developed a similar algorithm earlier. Richard S. Bucy of the University of Southern California contributed to the theory, leading to it often being called the Kalman–Bucy filter. Stanley F. Schmidt is generally credited with developing the first implementation of a Kalman filter.”
中文維基“卡爾曼濾波”稱(注:無法直接訪問,據轉載消息),這種濾波方法以它的發明者魯道夫.E.卡爾曼(Rudolph E. Kalman)命名,但是根據文獻可知實際上Peter Swerling在更早之前就提出了一種類似的算法。斯坦利.施密特(Stanley Schmidt)首次實現了卡爾曼濾波器。卡爾曼在NASA埃姆斯研究中心訪問時,發現他的方法對於解決阿波羅計劃的軌道預測很有用,後來阿波羅飛船的導航電腦便使用了這種濾波器。關於這種濾波器的論文由Swerling(1958)、Kalman (1960)與Kalman and Bucy(1961)發表。
據科學網博主、與卡爾曼先生有過長期交往與合作的控制華裔控制專家何毓琦先生介紹,“卡爾曼濾波法”可能是由他最早命名的。我覺得這是一個有趣的佳話。 何毓琦先生對他與卡爾曼先生的交往在他的博文中也有一些介紹。據何老回憶:“Subsequently during my stay at RIAS (Kalman’s place of work at that time) for six weeks in 1962, I became one of the very early fan and proponent of his greatest contribution, the Kalman filter, a moniker which I named.隨後在1962年,在卡爾曼那時工作的地方RIAS (注馬丁公司的高等研究院),我訪問他並逗留了六周,這使得我成為他偉大貢獻的最早粉絲和支持者之一,那個被後世稱為卡爾曼的濾波器,就是出自本人之口來命名的。”(blog.sciencenet.cn/blo...88496.html)(注:中文由科學網博主謝力翻譯)
在何老博文《On being elected IFAC Fellow》(blog.sciencenet.cn/blo...90720.html)之後的點評中,一匿名網友crossing提議(2016-7-16 01:59):“何教授應該寫一本自傳,用中文出版最好。華人社會有您這樣成就的屈指可數。”,何老回復:“Yes, I thought about it. But it is a very big undertaking and I am hesitant to start. Writing short autobiographical blog pieces are much easier .”。這個提議確實是個好想法,希望何老將來能夠撥冗或者請年輕人協助,把自己的切身經歷與體會進行比較系統的歸納。 ”
附2:en.wikipedia.org/wiki/Kalman_filter Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone, by using Bayesian inference and estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, one of the primary developers of its theory.