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Book Reviews

An Introduction to Kalman Filtering With Applications

Pages 243-244 | Published online: 23 Mar 2012

REFERENCES

  • Balakrishnan , A. V. 1984 . Kalman Filtering Theory New York : Optimization Software, Inc. .
  • Broemeling , L. 1985 . Bayesian Analysis of Linear Models New York : Marcel Dekker. .
  • Diderrich , G. T. 1985 . “The Kalman Filter From the Perspective of Goldberg-Theil Estimators,” . The American Statistician , 39 : 193 – 198 .
  • Duncan , D. B. and Horn , S. D. 1972 . “Linear Dynamic Recursive Estimation From the Viewpoint of Regression Analysis,” . Journal of the American Statistical Association , 67 : 815 – 821 .
  • Harrison , P. J. and Stevens , C. F. 1976 . “Bayesian Forecasting” . Journal of the Royal Statistical Society , 38 : 205 – 247 . (with discussion), Ser. B
  • International Mathematical and Statistical Libraries, Inc . 1984 . IMSL Library: FORTRAN Subroutines for Mathematics and Statistics Houston : Author. . (ed. 9.2)
  • Kalman , R. E. 1960 . “A New Approach to Linear Filtering and Prediction Problems,” . Journal of Basic Engineering (American Society of Mechanical Engineering Transactions) , 82 : 35 – 45 . Ser. D
  • Kalman , R. E. 1963 . “New Methods in Wiener Filtering Theory,”. ” . In Proceedings of the First Symposium on Engineering Applications of Random Function Theory and Probability Edited by: Bodanoffand , J. L. and Kozin , F. 270 – 388 . New York : John Wiley. .
  • Kalman , R. E. and Bucy , R. S. 1961 . “New Results in Linear Filtering and Prediction Theory,” . Journal of Basic Engineering [American Society of Mechanical Engineering Transactions) , 83 : 95 – 108 . Ser. D
  • Meinhold , R. J. and Singpurwalla , N. D. 1983 . “Understanding the Kalman Filter,” . The American Statistician , 37 : 123 – 127 .
  • Priestley , M. B. 1981 . Spectral Analysis and Time Series, Volume 2: Multivariate Series, Prediction, and Control New York : Academic Press. .
  • Wegman , E. J. 1983 . “Kalman Filtering,”. ” . In Encyclopedia of Statistics Edited by: Johnson , N. and Kotz , S. 342 – 346 . New York : John Wiley. .
  • Welch , M. E. 1987 . “A Kalman Filtering Perspective,” . The American Statistician , 41 : 90 – 91 .
  • West , M. , Harrison , P. J. and Migon , H. S. 1985 . “Dynamic Generalized Linear Models and Bayesian Forecasting” . Journal of the American Statistical Association , 80 : 73 – 97 . (with discussion)

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