kbib.bib

@CONFERENCE{Simandl2006,
  AUTHOR = {M {\v{S}}imandl and J Dun{\'\i}k},
  TITLE = {{D}esign of derivative-free smoothers and predictors},
  BOOKTITLE = {14th IFAC Symposium on System Identification},
  YEAR = {2006},
  PAGES = {1240-1245},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://dar.site.cas.cz/download.php?bd=307}
}

@ARTICLE{Doucet2000b,
  AUTHOR = {Doucet, A. and Godsill, S. and Andrieu, C.},
  TITLE = {{On sequential Monte Carlo sampling methods for Bayesian filtering}},
  JOURNAL = {Statistics and Computing},
  YEAR = {2000},
  VOLUME = {10},
  PAGES = {197--208},
  NUMBER = {3},
  OWNER = {gridgway},
  PUBLISHER = {Springer},
  TIMESTAMP = {2006.10.27},
  URL = {http://www.springerlink.com/content/q6452k2x37357l3r/}
}

@INPROCEEDINGS{Doucet2000,
  AUTHOR = {Doucet, A. and Godsill, S.J. and West, M.},
  TITLE = {{M}onte {C}arlo filtering and smoothing with application to time-varying
	spectral estimation},
  BOOKTITLE = {Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings.
	2000 IEEE International Conference on},
  YEAR = {2000},
  VOLUME = {2},
  PAGES = {701--704},
  MONTH = {June},
  DOI = {10.1109/ICASSP.2000.859056},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.27}
}

@BOOK{Hayes1996,
  TITLE = {{Statistical Digital Signal Processing and Modeling}},
  PUBLISHER = {John Wiley \& Sons},
  YEAR = {1996},
  AUTHOR = {Hayes, M.H.},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.31}
}

@ARTICLE{Henderson1981,
  AUTHOR = {H. V. Henderson and S. R. Searle},
  TITLE = {{O}n {D}eriving the {I}nverse of a {S}um of {M}atrices},
  JOURNAL = {SIAM Review},
  YEAR = {1981},
  VOLUME = {23},
  PAGES = {53--60},
  NUMBER = {1},
  MONTH = {January},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://links.jstor.org/sici?sici=0036-1445%28198101%2923%3A1%3C53%3AODTIOA%3E2.0.CO%3B2-6}
}

@INPROCEEDINGS{julier1997nek,
  AUTHOR = {Julier, S.J. and Uhlmann, J.K.},
  TITLE = {{A new extension of the Kalman filter to nonlinear systems}},
  BOOKTITLE = {Proc. of AeroSense: The 11th Int. Symp. on Aerospace/Defence Sensing,
	Simulation and Controls},
  YEAR = {1997},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.27},
  URL = {http://citeseer.ist.psu.edu/243676.html}
}

@ARTICLE{Kalman1960,
  AUTHOR = {Kalman, R.E.},
  TITLE = {{A new approach to linear filtering and prediction problems}},
  JOURNAL = {Journal of Basic Engineering},
  YEAR = {1960},
  VOLUME = {82},
  PAGES = {35--45},
  NUMBER = {1},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.27},
  URL = {http://www.cs.unc.edu/~welch/kalman/kalmanPaper.html}
}

@BOOK{Kay1993,
  TITLE = {{Fundamentals of statistical signal processing: estimation theory}},
  PUBLISHER = {Prentice-Hall},
  YEAR = {1993},
  AUTHOR = {Kay, S.M.},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.31}
}

@MISC{Murphy,
  AUTHOR = {Kevin Murphy},
  TITLE = {{K}alman {F}ilter {T}oolbox for {M}atlab},
  JOURNAL = {http://www.cs.ubc.ca/~murphyk/Software/Kalman/kalman.html},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://www.cs.ubc.ca/~murphyk/Software/Kalman/kalman.html}
}

@MISC{Penny2000,
  AUTHOR = {William D Penny},
  TITLE = {{K}alman {F}ilters},
  MONTH = {April},
  YEAR = {2000},
  NOTE = {Signal Processing Course (lecture notes ch11)},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.31},
  URL = {http://www.fil.ion.ucl.ac.uk/~wpenny/course/kalman.ps}
}

@ARTICLE{rauch1965mle,
  AUTHOR = {Rauch, H.E. and Tung, F. and Striebel, CT},
  TITLE = {{Maximum likelihood estimates of linear dynamic systems}},
  JOURNAL = {AIAA Journal},
  YEAR = {1965},
  VOLUME = {3},
  PAGES = {1445--1450},
  NUMBER = {8},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.27},
  URL = {http://www.aiaa.org/content.cfm?pageid=406&gTable=japaperimportPre97&gID=3166}
}

@ARTICLE{Tylavsky1986,
  AUTHOR = {Tylavsky, D.J. and Sohie, G.R.L.},
  TITLE = {{G}eneralization of the matrix inversion lemma},
  JOURNAL = {Proceedings of the IEEE},
  YEAR = {1986},
  VOLUME = {74},
  PAGES = {1050--1052},
  NUMBER = {7},
  MONTH = {July},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.27},
  URL = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1457855}
}

@MISC{Welch,
  AUTHOR = {Greg Welch and Gary Bishop},
  TITLE = {{T}he {K}alman {F}ilter},
  JOURNAL = {http://www.cs.unc.edu/~welch/kalman/},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://www.cs.unc.edu/~welch/kalman/}
}

@TECHREPORT{Welch2006,
  AUTHOR = {Greg Welch and Gary Bishop},
  TITLE = {{A}n {I}ntroduction to the {K}alman {F}ilter},
  INSTITUTION = {University of North Carolina at Chapel Hill, Department of Computer
	Science},
  YEAR = {2006},
  NUMBER = {TR 95-041},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://www.cs.unc.edu/~welch/kalman/kalmanIntro.html}
}

@MISC{Wiki,
  AUTHOR = {Wikipedia},
  TITLE = {{K}alman {F}ilter},
  JOURNAL = {http://en.wikipedia.org/wiki/Kalman_filter},
  OWNER = {gridgway},
  TIMESTAMP = {2006.10.30},
  URL = {http://en.wikipedia.org/wiki/Kalman_filter}
}

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