A parallel filtering algorithm for linear systems with unknown time varying noise statistics

This publication has 6 references indexed in Scilit:

• A parallel processing solution to the adaptive Kalman filtering problem with vector measurements
  Computers and Electrical Engineering, 1973
• Recursive fading memory filtering
  Information Sciences, 1971
• Optimal adaptive estimation: Structure and parameter adaption
  IEEE Transactions on Automatic Control, 1971
• Approaches to adaptive filtering
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1970
• Algorithms for sequential adaptive estimation of prior statistics
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1969
• Optimal adaptive estimation of sampled stochastic processes
  IEEE Transactions on Automatic Control, 1965