Journal of the Royal Statistical Society Series A (Statistics in Society) · 2012 · 190 citations · 0 references
Natural SciencesElectrical EngineeringMathematicsDynamical SystemsTime Series AnalysisControl TheoryDigital Signal ProcessingKalman FilteringNonlinear ControlNonlinear DynamicsSignal ProcessingBilateral FilteringExtended Kalman FilterExtended Kalman FilteringFilteringFiltering TheoryLinear FilteringNonlinear FilteringRauch-tung-striebel Smoother