Fast Kalman filter
The fast Kalman filter (FKF), devised by Antti Lange (born 1941), is an extension of the Helmert–Wolf blocking (HWB) method from geodesy to safety-critical real-time applications of Kalman filtering (KF) such as GNSS navigation up to the centimeter-level of accuracy and satellite imaging of the Earth including atmospheric tomography. == Motivation == Kalman filters are an important filtering technique for building fault-tolerance into a wide range of systems, including real-time imaging.