Ars Mathematica

A friend of mine who’s studying econometrics asked me about the Kalman filter, which is used in estimating the parameters of a time series model. I didn’t know anything about the subject, so I was poking around online, where I discovered that the Kalman filter is rocket science: it was invented to estimate the current position and trajectory of the Apollo spacecraft. And here I thought the only concrete result of the space program was Tang.

This entry was posted on Sunday, November 19th, 2006 at 12:12 am and is filed under Mathematics. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.