Geodesic
Estimation of state variables from measurements
Theoretical and applied mechanics, Tome 17 (1991) no. 1, p. 37 
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/
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     author = {Henry R. Busby},
     title = {Estimation of state variables from measurements},
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     pages = {37 },
     year = {1991},
     volume = {17},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TAM_1991_17_1_a4/}
}
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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.