Geodesic
The exact solution of the problem of Kalman filtration for a~navigation complex
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control and differential equations, Tome 211 (1995), pp. 153-163.

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     author = {P. B. Gusyatnikov},
     title = {The exact solution of the problem of {Kalman} filtration for a~navigation complex},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {153--163},
     publisher = {mathdoc},
     volume = {211},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1995_211_a10/}
}
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P. B. Gusyatnikov. The exact solution of the problem of Kalman filtration for a~navigation complex. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control and differential equations, Tome 211 (1995), pp. 153-163. http://geodesic.mathdoc.fr/item/TM_1995_211_a10/