An application of the information theory to filtering problems

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

Natural Sciences, Mathematics, Dynamical Systems +16

New Results in Linear Filtering and Prediction Theory

R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Introduction to matrix analysis

Henri Amar · Journal of the Franklin Institute · 1960 · 2.3K citations

Natural Sciences, Mathematics, Systems Analysis +9

On the estimation of state variables and parameters for noisy dynamic systems

H. Cox · IEEE Transactions on Automatic Control · 1964 · 473 citations

Engineering, Mathematics, Systems Engineering +16

Dynamical equations for optimal nonlinear filtering

Harold J. Kushner · Journal of Differential Equations · 1967 · 345 citations

Natural Sciences, Mathematics, Dynamical Systems +13