"Among Kalman's early work was the development of what is now called the Kalman filter for detection of signals in noise. This revolutionized the field of estimation, by providing a recursive approach to the filtering problem. Before the advent of the Kalman filter, most mathematical work was based on Norbert Wiener's ideas, but the 'Wiener filtering' had proved difficult to apply. Kalman's approach, based on the use of state space techniques and a recursive least-squares algorithm, opened up many new theoretical and practical possibilities. The impact of Kalman filtering on all areas of applied mathematics, engineering, and sciences has been tremendous. It is impossible to even begin to enumerate its practical applications. Just as examples of their diversity, one may mention the guidance of the Apollo spacecraft and of commercial airplanes, uses in seismic data processing, nuclear power plant instrumentation, and demographic models, as well as applications in econometrics."
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Eduardo Sontag (2010) "Kalman Receives National Medal of Science", Notices Amer. Math. Soc. 57 (1) (2010), 56-57. cited in: "Rudolf E. Kálmán", MacTutor History of Mathematics archive, 2010
https://en.wikiquote.org/wiki/Rudolf_E._K%C3%A1lm%C3%A1n
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Rudolf E. Kálmán
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