Title :
The Kalman filter and nonlinear estimates of multivariate normal processes
Author_Institution :
The RAND Corp., Santa Monica, CA
fDate :
7/1/1964 12:00:00 AM
Keywords :
Kalman filtering; Nonlinear estimation; Circuit stability; Filtering theory; Kalman filters; Linear systems; Random variables; Resonance light scattering; State estimation; Stochastic systems; Sufficient conditions; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1964.1105715
