Geodesic
Study on Kalman filter in time series analysis
Commentationes Mathematicae Universitatis Carolinae, Tome 28 (1987) no. 3, pp. 549-563.

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Classification : 60G25, 60G35, 62M09, 62M10, 62M20 
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     author = {Cipra, Tom\'a\v{s} and Motykov\'a, I.},
     title = {Study on {Kalman} filter in time series analysis},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
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     number = {3},
     year = {1987},
     mrnumber = {912583},
     zbl = {0628.62093},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1987__28_3_a15/}
}
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Cipra, Tomáš; Motyková, I. Study on Kalman filter in time series analysis. Commentationes Mathematicae Universitatis Carolinae, Tome 28 (1987) no. 3, pp. 549-563. http://geodesic.mathdoc.fr/item/CMUC_1987__28_3_a15/