An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noise

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

New Results in Linear Filtering and Prediction Theory

1961 • 6,182 citations

Extrapolation, Interpolation, and Smoothing of Stationary Time Series

1949 • 4,670 citations

Maximum likelihood estimates of linear dynamic systems

1965 • 1,827 citations

Stochastic Stability and Control

1967 • 1,516 citations

A Study in Analysis of Stationary Time Series.

1939 • 597 citations

On the estimation of state variables and parameters for noisy dynamic systems

1964 • 466 citations

An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise

1968 • 372 citations

Linear filtering for time-varying systems using measurements containing colored noise

1965 • 330 citations

Prediction and Regulation.

1965 • 282 citations

A Simplified Derivation of Linear Least Square Smoothing and Prediction Theory

1950 • 277 citations

A general likelihood-ratio formula for random signals in Gaussian noise

1969 • 254 citations

An Extension of Wiener's Theory of Prediction

1950 • 234 citations

A solution of the smoothing problem for linear dynamic systems

1966 • 216 citations

Random Processes in Automatic Control

1957 • 208 citations

Solutions to the linear smoothing problem

1963 • 195 citations

Optimal filtering in linear systems with time delays

1967 • 191 citations

Interpolation and extrapolation of stationary random sequences.

1962 • 184 citations

Statistical Theory of Communication

1961 • 123 citations

Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space

1967 • 112 citations

Interpolation and Extrapolation of Stationary Random Sequences

1992 • 100 citations

STATIONARY RANDOM FUNCTIONS

1965 • 93 citations

On a class of singular integral equations

1966 • 83 citations

First-Order Error Propagation in a Stagewise Smoothing Procedure for Satellite Observations

1959 • 72 citations

Orthogonal Projection and Discrete Optimal Linear Smoothing

1967 • 65 citations

A systematic approach to a class of problems in the theory of noise and other random phenomena--II: Examples

1957 • 63 citations

State estimation for infinite-dimensional systems

1967 • 55 citations

LECTURES On COMMUNICATION THEORY

2015 • 39 citations

On optimal linear smoothing theory

1967 • 39 citations

Application of a Resolvent Identity to a Linear Smoothing Problem

1969 • 36 citations

Optimum filtering and control of randomly sampled systems

1967 • 21 citations

Optimal fixed-point continuous linear smoothing

1966 • 16 citations

On Optimal Fixed Point Linear Smoothing

1967 • 15 citations

Realizable whitening filters and state-variable realizations

1968 • 10 citations

OPTIMUM FINITE TIME FILTERS FOR A SPECIAL NONSTATIONARY CLASS OF INPUTS.

1959 • 9 citations

A class of singular integral equations

1934 • 4 citations

Duality condition established in the frequency domain (Corresp.)

1965 • 3 citations