Missouri Journal of Mathematical Sciences

Engineers Do It, Scientists Do It, Mathematicians?

Joe Santmyer

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There is a magnificent mathematical gem missing from most numerical analysis curricula. A literature search of numerical analysis and mathematical modeling texts indicates its absence. What is missing from the numerical analysis toolbox and why isn't it there? The missing tool is the Kalman filter. The Kalman filter requires a modest knowledge of statistics. Is this why it is missing from the toolbox? Read and reach your own conclusion whether this piece of mathematics should be part of a numerical analysis or mathematical modeling curriculum.

Article information

Missouri J. Math. Sci., Volume 26, Issue 2 (2014), 173-188.

First available in Project Euclid: 18 December 2014

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 97N40: Numerical analysis 97N60: Mathematical programming
Secondary: 97R20: Applications in mathematics 97R30: Applications in sciences

numerical analysis mathematical modeling real-time processing embedded software


Santmyer, Joe. Engineers Do It, Scientists Do It, Mathematicians?. Missouri J. Math. Sci. 26 (2014), no. 2, 173--188. doi:10.35834/mjms/1418931958. https://projecteuclid.org/euclid.mjms/1418931958

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