Geodesic
The Kalman-Bucy optimal filtering method, and its generalizations
Itogi nauki i tehniki. Seriâ, Matematičeskij analiz, Itogi Nauki i Tekhniki. Seriya "Matematicheskii Analiz", Tome 14 (1977), pp. 167-207 
M. B. Prokhorov; V. K. Saul'ev. The Kalman-Bucy optimal filtering method, and its generalizations. Itogi nauki i tehniki. Seriâ, Matematičeskij analiz, Itogi Nauki i Tekhniki. Seriya "Matematicheskii Analiz", Tome 14 (1977), pp. 167-207. http://geodesic.mathdoc.fr/item/INTM_1977_14_a3/
@article{INTM_1977_14_a3,
     author = {M. B. Prokhorov and V. K. Saul'ev},
     title = {The {Kalman-Bucy} optimal filtering method, and its generalizations},
     journal = {Itogi nauki i tehniki. Seri\^a, Matemati\v{c}eskij analiz},
     pages = {167--207},
     year = {1977},
     volume = {14},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTM_1977_14_a3/}
}
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