Rudolf Kálmán

Rudolf Emil Kálmán (1930–2016) was a Hungarian-American engineer and mathematician whose most famous idea was, at first, rejected. He invented a way for a machine to track where something really is when all it has are noisy, jittery measurements — and that method ended up guiding astronauts to the Moon.

The breakthrough

The Kalman filter is a beautifully simple loop: predict where the system will go, then correct that guess using the latest messy measurement, weighting the two by how much you trust each. The correction step is the heart of it:

\hat{x}_{k} = \hat{x}_{k}^{-} + K_k\bigl(z_k - H\hat{x}_{k}^{-}\bigr).

Today it runs quietly inside your phone's GPS, self-driving cars, aircraft autopilots, weather forecasts and satellite navigation — arguably one of the most-used algorithms ever written. Kálmán also reshaped control theory itself, introducing the ideas of controllability and observability.

When Kálmán first presented his filter around 1960, many establishment mathematicians were sceptical — the ideas didn't fit the fashionable theory of the day, and one journal gave him a hard time. But an engineer at NASA's Ames Research Center saw the paper, immediately grasped its power, and invited Kálmán to help. The Apollo program adopted the filter to navigate spacecraft, and the rest is history. Decades later, President Obama awarded him the National Medal of Science. Not bad for a rejected idea.