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Fast Kalman filter



The fast Kalman filter (FKF), devised by Antti Lange (1941- ), is an extension of the Helmert-Wolf blocking (HWB) method from geodesy to real-time applications of Kalman filtering (KF) such as satellite imaging of the Earth. Kalman filters are an important software technique for building fault-tolerance into a wide range of systems, including real-time imaging.



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