Modern state estimation methods from the viewpoint of the method of least squares
Peter Swerling · IEEE Transactions on Automatic Control · 1971
A tutorial guide is presented to the subject of state estimation. The development is presented as an elaboration of the Gauss method of least squares, and consequently differs in viewpoint somewhat from the more conventional development, which is from the viewpoint of linear filter theory. It is shown that all results obtained via the linear filter development are special cases of results obtainable from the method of least squares viewpoint.