Geodesic
Estimation of state variables from measurements
Theoretical and applied mechanics, Tome 17 (1991) no. 1, p. 37 .

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The considered problem is a sequential estimation of state variables that can be applied to nonlinear systems. Equations are presented for sequential updating of the discrete-time optimal solution (discrete-tirne) as the process continues and new observations are obtained. The dynamic programming technique is applied to obtain the estimates. 
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     author = {Henry R. Busby},
     title = {Estimation of state variables from measurements},
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     year = {1991},
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Henry R. Busby. Estimation of state variables from measurements. Theoretical and applied mechanics, Tome 17 (1991) no. 1, p. 37 . http://geodesic.mathdoc.fr/item/TAM_1991_17_1_a4/