Monte Carlo techniques for prediction and filtering of non-linear stochastic processes

New Results in Linear Filtering and Prediction Theory

1961 • 6,182 citations

Extrapolation, Interpolation, and Smoothing of Stationary Time Series

1949 • 4,670 citations

Approximations to optimal nonlinear filters

1967 • 319 citations

Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†

1969 • 242 citations

An Approximate Method of State Estimation for Nonlinear Dynamical Systems

1970 • 91 citations

Optimal Nonlinear Filtering

1967 • 40 citations

Approximate Continuous Nonlinear Minimal-Variance Filtering

1969 • 19 citations