Randall B. Howard Mark A. Gallagher Kenneth W. Bauer Jr. Peter S. Maybeck Confidence Intervals for Univariate Discrete-Event Simulation Output Using the Kalman Filter. 586-593 1992 conf/wsc/1992 Winter Simulation Conference http://doi.acm.org/10.1145/167293.167641 db/conf/wsc/wsc1992.html#HowardGBM92