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Original Articles

The estimation of factor scores and Kalman filtering for discrete parameter stationary processes

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Pages 971-975 | Received 24 Feb 1975, Published online: 12 Mar 2007

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  • KALMAN , R. E. , and BUCY , R. S. , 1961 , J. has. Engng , 183 , 95 .
  • LAWLEY , D. N. , and MAXWELL , A. E. , 1971 , Factor Aiialysis as a Statistical Method ( London Butterworths ) .
  • LUENBEKGER , D. G. , 1969 , Optimization by Vector Space Methods ( New York John Wiley ) .
  • MEDITCH , J. S. , 1969 , Stochastic Optimal Linear Estimation and Control ( McGraw-Hill Book Co .) .

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