P. Frost

An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise

T. Kailath, P. Frost, 1968 .

An innovations approach to least-squares estimation--Part III: Nonlinear estimation in white Gaussian noise

T. Kailath, P. Frost, 1971 .

On the relative performance of the Kalman and Wiener filters

P. Frost, R. Singer, P. Frost, 1969 .

Mathematical modeling for stochastic processes

Thomas Kailath, Paul Frost, T. Kailath, 1968 .