It is a computer program. It has been called “ideally suited to digital computer
implementation” [95], in part because it uses a finite representation of the estimation
problem—by a finite number of variables. It does, however, assume that
these variables are real numbers—with infinite precision. Some of the problems
encountered in its use arise from the distinction between finite dimension and
finite information and from the distinction between finite and manageable
problem sizes. These are all issues on the practical side of Kalman filtering
that must be considered along with the theory.