Time series prediction with a weighted bidirectional multi-stream extended Kalman filter

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

Adaptive filter theory

Steven C. Rogers · Control Engineering Practice · 1996 · 9.3K citations

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Paul J. Werbos · Proceedings of the IEEE · 1990 · 4.9K citations

Computing, Computer Science, Algorithms +13

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Brian D. O. Anderson, J.B. Moore, Mansour Eslami · IEEE Transactions on Systems Man and Cybernetics · 1982 · 3.2K citations

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Ronald J. Williams, Jing Peng · Neural Computation · 1990 · 593 citations

Computing, Computer Science, Algorithms +8