We develop navigation instrumentation for directional drilling (oil/gas, geothermal, etc.). In these applications you have to estimate the path of the drilling string based on directional measurements and the length of drill pipe you've put into the ground. To take good measurements you have to stop so that rotation and vibration don't corrupt your measurement.

We use a type of Kalman Filter to estimate direction and instantaneous dynamics of the drill string, this way the drilling operation no longer needs to stop to get a directional measurement.