In parallel to the development of the Kalman Filter, Fred Schweppe developed robust mathematics for estimating model parameters, selecting among alternative models, and testing model validity. These mathematics, as it turns out, envelop the Kalman filter.
The book Uncertain Dynamic Systems by F.C. Schweppe (Prentice Hall, Englewood Cliffs, NJ, 1973) covers the entire field of engineering statistics, including the new contributions of Schweppe. A more intuitive treatment of these techniques is contained in "Statistical Tools for System Dynamics" by D.W. Peterson in Elements of the System Dynamics Method edited by Jørgen Randers (Chapter 11, pp. 224-241, The MIT Press, Cambridge MA, 1980).
