A derivative-free implementation of the 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

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

Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics

Geir Evensen · Journal of Geophysical Research Atmospheres · 1994 · 5.5K citations · Full text

Natural Sciences, Earth Sciences, Oceanography +17

A new method for the nonlinear transformation of means and covariances in filters and estimators

Simon Julier, Jeffrey Uhlmann, Hugh Durrant‐Whyte · IEEE Transactions on Automatic Control · 2000 · 3.7K citations

Computing, Systems Engineering, Stochastic Modeling +14

A new approach for filtering nonlinear systems

Simon Julier, Jeffrey Uhlmann, Hugh Durrant‐Whyte · 2005 · 1.9K citations

Engineering, Mathematics, Systems Engineering +17