1. Kalman, R.E., New methods and results in linear prediction and filtering theory, Proc. Symp. Engineering Applications of Random Function Theory and Probability, John Wiley & Sons, New York, 1961.
2. New Results in Linear Filtering and Prediction Theory
3. Kalman, R.E., New methods in Wiener filtering, Proc. First Symp. Engineering Applications of Random Function Theory and Probability, John Wiley & Sons, New York, 1963, chap.9.