The Kalman Filter uses a mathematical technique that removes “noise” from series of data. From incomplete information, it can optimally estimate and control the state of a changing, complex system over time. The Kalman filter revolutionized the field of control theory and has become pervasive in engineering systems. It has been applied to systems and devices in nearly all engineering fields and continues to find new uses today. Applications include target tracking by radar, global positioning systems, hydrological modeling, atmospheric observations, time-series analyses in econometrics, and automated drug delivery.