THE KALMAN FILTER FROM THE PERSPECTIVE OF GOLDBERGER THEIL ESTIMATORS

[1] BIERMAN GJ, 1976, FACTORIZATION METHOD

[2] LINEAR DYNAMIC RECURSIVE ESTIMATION FROM VIEWPOINT OF REGRESSION-ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 815 - 821

[3] MEHRA RK, 1979, TIMS STUDIES MANAGEM

[4] UNDERSTANDING THE KALMAN FILTER [J]. AMERICAN STATISTICIAN, 1983, 37 (02) : 123 - 127

[5] Sorenson H, 1980, PARAMETER ESTIMATION

[6] TOUTENBURG H, 1982, PRIOR INFORMATION LI

[1] BIERMAN GJ, 1976, FACTORIZATION METHOD

[2] LINEAR DYNAMIC RECURSIVE ESTIMATION FROM VIEWPOINT OF REGRESSION-ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) : 815 - 821

[3] MEHRA RK, 1979, TIMS STUDIES MANAGEM

[4] UNDERSTANDING THE KALMAN FILTER [J]. AMERICAN STATISTICIAN, 1983, 37 (02) : 123 - 127

[5] Sorenson H, 1980, PARAMETER ESTIMATION

[6] TOUTENBURG H, 1982, PRIOR INFORMATION LI