The discrete Kalman filter applied to linear regression models: statistical considerations and an application

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

Extrapolation, Interpolation, and Smoothing of Stationary Time Series

1949 • 4,670 citations

Principles of Econometrics.

1972 • 2,215 citations

A view of three decades of linear filtering theory

1974 • 712 citations

Estimation Theory with Applications to Communication and Control

1971 • 242 citations

An Introduction to Multivariate Statistical Analysis.

1959 • 183 citations

The Importance of Kalman Filtering Methods for Economic Systems

1974 • 91 citations

Economic Forecasts and Policy

1963 • 72 citations