참고문헌
- K.G. Gauss, Theory of Motion of the Heavenly Bodies, Dover, 1963
- R.A. Fisher, "On an absolute criterion for fitting frequency curves," Messenger of Math., vol. 41, p. 155, 1912
- A.N. Kolmogorov, "Interpolation and extrapolation of stationary random sequences," Izvestiya Akademii Nauk SSSR, Seriia Mathematicheskiia, vol. 5, pp. 1-40, 1941. (in Russian); reprint Selected works of A.N. Kolmogorov, Probability theory and mathematical statistics, II, Kluwer, 1992
- N. Wiener, "The extrapolation, interpolation and smoothing of stationary time series," John Wiley & Sons, Inc., 1949. (original classified version nicknamed 'Yellow peril'is published in 1942)
- R.E. Kalman, "A new approach to linear filtering and prediction problems," J. Basic Eng., vol. 82D, pp. 35-45, 1960
- J.M. Morris, "The Kalman filter: A robust estimator for some classes of linear quadratic problems," IEEE Trans. Information Theroy, vol. 22, no. 5, pp. 526-534, 1976 https://doi.org/10.1109/TIT.1976.1055611
- Y.C. Ho and R.C.K. Lee, "A Bayesian approach to problems in stochastic estimation and control," IEEE Trans. Automat. Contr., pp. 333-339, 1964
- H. Cox", On the estimation of state variables and parameters for noisy dynamic systems," IEEE Trans. Automat. Contr., pp. 5-12, 1964
- H.E. Rauch, F. Tung and C.T. Striebel, "Maximum likelihood estimates of linear dynamic systems," AIAA Journal, vol. 3, no. 8, pp. 1445-1450, 1965 https://doi.org/10.2514/3.3166
- H.W. Sorenson, "Kalman filtering techniques" , Advances in Control Systems, vol. 3, pp. 219-292, 1966
- L. Xie, Y.C. Soh, and C.E. de Souza, "Robust Kalman filtering for uncertain discrete-time systems" , IEEE Trans. Automat. Contr., vol. 39, pp. 1115-1121, 1994
- I.R. Petersen and A.V. Savkin, Robust Kalman Filtering for Signals and Systems with Large Uncertainties, Birkhauser, 1999
- G..C. Goodwin, M.M. Seron, and J.A. de Dona, Constrained Control and Estimation, Springer, 2005
- W.S. Ra, I.H. Whang, J.Y. Ahn, and J.B. Park, "Recursive robust least squares estimator for time-varying linear systems with a noise corrupted measurement matrix," IET Control Theory Apppl., vol. 1, no. 1, pp.104-112, 2007 https://doi.org/10.1049/iet-cta:20050331
- W.S. Ra, and I.H. Whang, "Stochastic robust Kalman filtering for linear time-varying systems with a multiplicative measure-ment noise," IFAC Word Congress, 2008
- D.G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, Inc., 1969
- A.E. Bryson, and Y. Ho, Applied Optimal Control: Optimization, Estimation and Control, John Wiley & Sons, Inc., 1975
- T. Kailath, "The innovation approach to least squares estimation - Part I: Linear filtering in additive white noise," IEEE Trans. Automat. Contr., vol. 13, pp. 646-655, 1968 https://doi.org/10.1109/TAC.1968.1099025
- T. Kailath, "The innovations approach to detection and estimation theory," Proc. IEEE, vol. 58, pp. 680-695, 1970 https://doi.org/10.1109/PROC.1970.7723
- K. Furuta, "Alternative solution of discrete-time Kalman filter," Systems & Control Letters, vol. 22, pp. 429-435, 1994 https://doi.org/10.1016/0167-6911(94)90086-8