References

1. Kalman RE. A new approach to linear filtering and prediction problems. ASME 1960;82 (Series D):35-40.

2. Kalman RE, Bucy RS. New results in linear filtering and prediction theory. ASME 1961;83 (Series D):95–107.

3. Papoulis A. Probability, Random Variables, and Stochastic Processes. McGRaw-Hill; 1965.

4. Jazwinski AH. Stochastic Processes and Filtering Theory. Academic Press; 1970.

5. Gelb A. Applied Optimal Estimation. The MIT Press; 1974.

6. Bar Shalom Y, Li RX, Kirubarajan T. Estimation with Application to Tracking and Navigation: Theory, Algorithms and Software. Wiley; 2001.

Get Bayesian Estimation and Tracking: A Practical Guide now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.