a new approach to linear filtering and prediction problems
Author(s): R. E. Kalman
Venue: Transactions of the ASME–Journal of Basic Engineering
Year Published: 1960
Keywords: probabilistic models, optimal control, dynamical systems, state estimation
Expert Opinion: The paper that introduced the Kalman Filter: probably the most used inference algorithm in science and engineering. The paper *also* introduced the linear quadratic regulator as a bonus: probably the most used optimal control algorithm. It is clearly written and easy to understand.