Automatica · 1982 · 15 citations · 1 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesMaximum Likelihood EstimationParameter Estimation Under UncertaintyState EstimationState-space ModelsStochastic Differential EquationsStochastic Systems ModelingParameter Estimation For Stochastic Differential EquationsStochastic Differential Systems
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New Results in Linear Filtering and Prediction Theory
R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations