How to build an Anti Aircraft Missile: Probability, Bayes’ Theorem and the Kalman Filter

Ever wondered how an Anti Aircraft Missile works? A plane can move at different speeds and altitudes, so how do you know when to fire your missile? Well you need to know two things: where the aircraft is now and where it will be a short time in the future. The reason you need to know where it will be in the future is because your missile takes time to reach the plane’s altitude, so you need to aim at where the plane will be, not where it is now. Engineers use a nifty thing called the Kalman Filter in order track objects and predict where they will be. The Kalman Filter isn’t just used for missiles, it also plays an integral role in GPS, self driving cars, auto pilot, AI and robotics. What is this Kalman Filter then? It’s a recursive way to use Bayes’ Theorem. What’s Bayes’ Theorem? It’s a useful tool in probability. What’s probability? Read on, you’ll find out.