Bertsekas, Dimitri P. Incremental least squares methods and the extended Kalman filter. (English) Zbl 0945.93026 SIAM J. Optim. 6, No. 3, 807-822 (1996). Cited in 26 Documents MSC: 93E11 Filtering in stochastic control theory 90C30 Nonlinear programming 65K10 Numerical optimization and variational techniques PDF BibTeX XML Cite \textit{D. P. Bertsekas}, SIAM J. Optim. 6, No. 3, 807--822 (1996; Zbl 0945.93026) Full Text: DOI