Estimation: A brief survey

Gauss, 1963

Legendre, 1810, Methode de Moindres Quarres, Pour Trouver le Milieu le Plus Probable Entre les Resultats de Differentes Observations, Mem. Inst. France, 149

Mendel, 1810, Bibliography on the Linear-Quadratic-Gaussian Problem, IEEE Trans. Auto. Control, AC-16, 847, 10.1109/TAC.1971.1099814

Swerling, 1958, A Proposed Stagewise Differential Correction Procedure for Satellite Tracking and Prediction, The RAND Corp., Paper P-1292

Nash, 1971, Application of Optimal Smoothing to the Testing and Evaluation of Inertial Navigation Systems and Components, IEEE Trans. Autom. Control, AC-16, 806, 10.1109/TAC.1971.1099846

Dressler, 1971, Satellite Tracking by Combined Estimation and Control Techniques, IEEE Trans. Autom. Control, AC-16, 833, 10.1109/TAC.1971.1099843

Bucy, 1968

Bellantoni, 1967, Unidentified Landmark Navigation, AIAA J., 5, 1478, 10.2514/3.4222

Debs, A Dynamic Estimator for Tracking the State of a Power System, IEEE Trans. Power App. Syst., PAS-89, 1670, 10.1109/TPAS.1970.292822

Toyoda, 1970, An Application of State-Estimation to Short-Term Load Forecasting, IEEE Trans. Power App. Syst., PAS-89, 1678, 10.1109/TPAS.1970.292823

Miller, 1970, Dynamic State-estimation in Power Systems, IEEE Trans. Autom. Control, AC-16, 841, 10.1109/TAC.1971.1099844

1972

Aström, 1967, Computer Control of a Paper Machine-An Application of Linear Stochastic Control Theory, IBM J. Res. Develop., 11, 389, 10.1147/rd.114.0389

Gould, 1967

Gustavsson, 1973, Survey of Applications of Identification in Chemical and Physical Processes, 67

Roman, 1971, Parameter Identification in a Nonlinear Reactor System, IEEE Trans. Nucl. Sci., NS-18, 426, 10.1109/TNS.1971.4325903

Venerous, 1970, Estimation of the Dynamic Reactivity Using Digital Kalman Filtering, Nucl. Sci. Eng., 40, 199, 10.13182/NSE70-A19682

Snyder, 1968

Van Trees, 1971

Lindsey, 1972

Lainiotis, 1969, On a General Relationship Between Estimation, Detection, and Control, IEEE Trans. Inform. Theory, IT-15

Dhrymes, 1971

Zellner, 1971

Pindyck, 1973, Optimal Policies for Monetary Control

Stark, 1968

Snyder, 1970, Estimation of Stochastic Intensity Functions of Conditional Poisson Processes

Bekey, 1973, Parameter Estimation in Biological Systems: A Survey, 1123

McGarty, 1973, The Estimation of the Constituent Densities of the Upper Atmosphere by Means of a Recursive Filtering Algorithm, IEEE Trans. Autom. Control, AC-16, 10.1109/TAC.1971.1099841

Penrose, 1972, Application of Adaptive Estimation to Temperature Forecasting

Desalu, 1974, Dynamic Air Quality Estimation in a Stochastic Dispersive Atmosphere

Lainiotis, 1972, Adaptive Pattern Recognition: A State-Variable Approach

Andrews, 1972

Robinson, 1963, Mathematical Development of Discrete Filters for Detection of Nuclear Explosions, J. Geophys. Res., 68, 5559, 10.1029/JZ068i019p05559

Robinson, 1967

Flinn, 1967, Special Issue on the MIT Geophysical Analysis Group Reports, Geophysics, 32

Bayless, 1967, Application of the Kalman Filter, Geophysics, 35, 2, 10.1190/1.1440078

Itakura, 1972, Extraction of Feature Parameters of Speech by Statistical Methods

Wakita, 1973, Estimation of the Vocal Tract Shape by Optimal Inverse Filtering, IEEE Trans. Audio Electro-acoustics, AU-21, 417, 10.1109/TAU.1973.1162506

Kailath, 1974, A View of Three Decades of Linear Filtering Theory, IEEE Trans. Inform. Theory, IT-20, 146, 10.1109/TIT.1974.1055174

Schweppe, 1965, Evaluation of Likelihood Functions for Gaussian Signals, IEEE Trans. Inform. Theory, IT-11, 61, 10.1109/TIT.1965.1053737

Helstrom, 1968

Parzen, 1967

Feldbaum, 1960, Dual Control Theory—I, Automation and Remote Control, 21, 1240

Wonham, 1970, Random Differential Equations in Control Theory

Lainiotis, 1972, Optimal Adaptive Control: A Nonlinear Separation Theorem, Int. J. of Control, 15, 787, 10.1080/00207177208932202

Kalman, 1960, A New Approach to Linear Filtering and Prediction Problems, J. Basic Eng., 82, 34, 10.1115/1.3662552

Dajani, 1960, Closed Loop Control Design for Nonlinear, Nonquadratic Systems, 82

Wiedemann, 1970, Entropy and Analysis of Estimating Systems, IEEE Trans. Inform. Theory, IT-16, 264, 10.1109/TIT.1970.1054444

Kadota, 1971, Mutual Information of the White Gaussian Channel With and Without Feedback, IEEE Trans. Inform. Theory, IT-17, 368, 10.1109/TIT.1971.1054670

Loh, 1970, On the Evaluation of Conditional Entropy, 7dash6dash1 to 7dash6dash6

Berlecamp, 1969

Schumitzky, 1968, On the Equivalence Between Matrix Riccati Equations and Fredholm Resolvents, J. Comput. Syst. Sci., 2, 76, 10.1016/S0022-0000(68)80005-4

Henderson, 1970, Application of State-Variable Techniques to Optimal Feature Extraction: Multichannel Analog Data, IEEE Trans. Inform. Theory, IT-16, 10.1109/TIT.1970.1054468

Anderson, 1971, Some Integral Equations With Nonsymmetric Separable Kernels, SIAM J. Appl. Math., 20, 659, 10.1137/0120065

Silverman, 1969, Inversion of Multivariable Linear Systems, IEEE Trans. Autom. Control, AC-14, 270, 10.1109/TAC.1969.1099169

Brockett, 1970

Nagy, 1970

Kendall, 1961

Kolmogorov, 1933

Wold, 1938

Wiener, 1949

Zadeh, 1950, An Extension of Wiener's Theory of Prediction, J. Appl. Phys., 21, 645, 10.1063/1.1699725

Yaglom, 1962

Helstrom, 1965, Solution of the Detection Integral Equation for Stationary Filtered White Noise, IEEE Trans. Inform. Theory, IT-11, 335, 10.1109/TIT.1965.1053808

Franklin, 1955, The Optimum Synthesis of Sampled-Data Systems

Carlton, 1956, Recent Developments in Fixed and Adaptive Filtering

Pugachev, 1956, General Condition for the Minimum Mean-Square Error in a Dynamic System, Automation Telemech., 17, 307

Bucy, 1959, Optimum Finite-Time Filters for a Special Nonstationary Class of Inputs, Johns Hopkins Univ., Applied Physics Lab., Internal Memo no. BBD-600

Parzen, 1959, Statistical Inference on Time-Series by Hilbert-space Methods

Lainiotis, 1974, Partitioned Estimation Algorithms, II: Linear Estimation, Inform. Sci., 7, 317, 10.1016/0020-0255(74)90020-6

Durbin, 1960, The Fitting of Time-Series Models, Rev. Intern. Statist. Inst., 28, 233, 10.2307/1401322

Whittle, 1963

Kaminski, 1972, Discrete Square-Root Smoothing

Bierman, 1973, Fixed Interval Smoothing with Discrete Measurements, Int. J. Control, 18, 65, 10.1080/00207177308932487

1974, 10, 147

Fitzgerald, 1971, Divergence of the Kalman Filter, IEEE Trans. Auto. Control, AC-16, 736, 10.1109/TAC.1971.1099836

Rauch, 1962, Linear Estimation of Sampled Stochastic Processes with Random Parameters, 10.21236/AD0441527

Fralick, 1965, Learning to Recognize Patterns Without a Teacher, 10.21236/AD0464022

Wahba, 1970, A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines, Annals of Math. Stat., 41, 495, 10.1214/aoms/1177697089

Weinert, 1974, Stochastic Interpretations and Recursive Algorithms for Spline Functions, Annals of Math. Statistics, 10.1214/aos/1176342765

Alengrin, 1973

Leondes, 1973, Nonlinear Smoothing Theory, IEEE Trans. on System Science and Cybernetics, SSC-6, 63, 10.1109/TSSC.1970.300330

Kizner, 1969, Optimal Estimation Based on Orthogonal Expansions

Hecht, 1971, Synthesis and Realization of Nonlinear Filters

Zakai, 1972, Lower and Upper Bounds on the Optimal Filtering of Certain Diffusion Processes, IEEE Trans. on Information Theory, IT-18, 325, 10.1109/TIT.1972.1054825

Snyder, 1972, Filtering and Control Performance Bounds with Implications on Asymptotic Separation, Automatica, 8, 747, 10.1016/0005-1098(72)90085-4

Gilman, 1973, Cone-bounded Nonlinearities and Mean-Square Bounds-Estimation Upper Bounds, IEEE Trans. on Auto. Control, AC-18, 260, 10.1109/TAC.1973.1100312

Snyder, 1972, Smoothing for Doubly Stochastic Poisson Processes, IEEE Trans. on Inform. Theory, IT-18, 558, 10.1109/TIT.1972.1054894

Frost, 1971, Estimation and Detection for a Simple Class of Conditionally Independent Increment Processes

Segal, 1973, A Martingale Approach to Modeling, Estimation and Detection of Jump Processes

Bremand, 1972, A Martingale Approach to Point Processes

Van Schuppen, 1973, Estimation Theory for Continuous Time Processes, A Martingale Approach

Balakrishnan, 1967, State Estimation for Infinite Dimensional Systems, J. Comput. Syst. Sci., 1, 391, 10.1016/S0022-0000(67)80028-X

Tzafestas, 1968, Optimal Filtering, Smoothing and Prediction in Linear Distributed Systems, 115, 1207

Kushner, 1970, Filtering for Linear Distributed Parameter Systems, SIAM J. Contr., Vol. 8, 346, 10.1137/0308024

Meditch, 1971, Least-Square Filtering and Smoothing for Linear Distributed-Parameter Systems, Automatica, 7, 315, 10.1016/0005-1098(71)90123-3

Kwakernaak, 1967, Optimal Filtering in Linear Systems with Time Delays, IEEE Trans. on Automatic Control, Vol. AC-12, 169, 10.1109/TAC.1967.1098541

Koivo, 1971, Optimal Estimation for Linear Stochastic Systems Described by Functional Differential Equations, Inform and Control, 19, 237, 10.1016/S0019-9958(71)90115-X

Parzen, 1974, Some Solutions to the Time-Series Modelling and Prediction Problem

Parzen, 1974, Some Recent Advances in Time-Series Modelling

Akaike, 1973, Information Theory and an Extension of the Maximum Likelihood Principle, 267

Kashyap, 1974, Minimax Estimation with Divergence Loss Function, Inform. Sciences, 7, 341, 10.1016/0020-0255(74)90021-8

Zaborsky, 1966, An Information Theory Viewpoint for the General Identification Problem, IEEE Trans. on Autom. Control, AC-11, 130, 10.1109/TAC.1966.1098238