How Do Kalman Filters Guide Missiles?

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jhae2.718
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https://www.youtube.com/watch?v=bZe5J8SVCYQ

https://www.youtube.com/watch?v=2fjcJp_Nwvk
 
Actually, the first one isn't a bad description of how Kalman filters work. I saw a print version of it decades before the internet was invented.