Christopher V. Rao, James B. Rawlings, Jay H. Lee. Constrained linear state estimation - a moving horizon approach. Automatica, 37(10):1619-1628, 2001. [doi]
@article{RaoRL01,
title = {Constrained linear state estimation - a moving horizon approach},
author = {Christopher V. Rao and James B. Rawlings and Jay H. Lee},
year = {2001},
doi = {10.1016/S0005-1098(01)00115-7},
url = {http://dx.doi.org/10.1016/S0005-1098(01)00115-7},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/RaoRL01},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {37},
number = {10},
pages = {1619-1628},
}