On the optimality of recursive unbiased state estimation with unknown inputs

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

An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise

T. Kailath · IEEE Transactions on Automatic Control · 1968 · 752 citations

Engineering, Mathematics, Information Theory +16

Unbiased minimum-variance linear state estimation

Peter K. Kitanidis · Automatica · 1987 · 479 citations

Engineering, Mathematics, Systems Engineering +11

Unbiased minimum variance estimation for systems with unknown exogenous inputs

Mohamed Darouach, Michel Zasadziński · Automatica · 1997 · 284 citations · Full text

Engineering, Mathematics, Systems Engineering +14