According to this page William Lear, an aerospace engineer wrote a Kalman filter program for Apollo 11 Lunar Module computer.
In particular, the on-board computer that guided the descent of the
Apollo 11 lunar module to the moon had a Kalman filter. That computer
was also communicating with a system of four Doppler radar stations on
Earth that were monitoring the module's position. It was important
that estimates from all sources be good: The Earth-based estimates
were used to adjust the on-board system; if they had disagreed too
much with the on-board estimates, the mission would have had to be
aborted.
According to William Lear, an aerospace engineer who was then at TRW
in Redondo Beach, California, NASA contacted him about nine months
before Apollo 11's scheduled launch because their Earth-based tracking
program wasn't working. Lear, who now works for Draper Labs at the
Johnson Space Center, wrote a 21-state Kalman filter program, which
went into the Doppler radar system. The final check of the program,
Lear recalls, was done the day before Armstrong, Aldrin, and Collins
took off.
See also KALMAN_FILTER.agc and Navigation Filter Best Practices Bibliography
[39]W. M. Lear. Multi-phase navigation program for the space shuttle
orbiter. Internal Note No. 73-FM-132,NASA Johnson Space Center,
Houston, TX, 1973.
[40]William M. Lear. Kalman Filtering Techniques.
Technical Report JSC-20688, NASA Johnson SpaceCenter, Houston, TX,
1985.
From the oral history project of EMIL R.SCHIESSER:
Stan Schmidt was working with us and implemented equations to
account for imperfect forward propagation of position and velocity
due to imperfect knowledge of the forces acting on the vehicle to
create a viable Kalman filter for navigation purposes. Around 1964
Bill [William M.] Lear from TRW started to help us. He
worked, I think, in Redondo Beach, California.
I asked him
to work on the development of Kalman filters for the various Apollo
navigation tasks. He was a really smart guy and easy-going; smoked a
pipe, professor type, Dr. William Murphy Lear. From then on and
throughout all of the other programs he was the one we relied on for
all our Kalman filter formulation and design. He could do more work
in two months than a team of five people could do in six, and it would
be better. This might be a bit of an exaggeration. But then he
tended to work day and night.
Bill contributed several
advancements to our Kalman filter design, including:
'measurement underweighting' to account for the use of
linear assumptions for a non-linear relationship between
deviations in a measurement to deviations in the local position
and velocity; forcing the estimated uncertainty matrix to be
symmetric; and the use of exponentially correlated random
variables for modeling state parameters related to systematic
error. The Kalman filters developed by Bill are sometimes referred to
as Lear Filters or sometimes the Lear filter, though there were more
than one.