1. Bucy R.S., Joseph P.D.: Filtering for Stochastic Processes with Applications to Guidance[M]. Interscience, New York (1968)
2. Gelb A.: Applied Optimal Estimation[M]. Cambridge University Press, Cambridge (1974)
3. Hsiao, F., Pan, S.: Robust kalman filter synthesis for uncertain multiple time-delay stochastic systems [J]. J. Dynam. Syst. Meas. Control 118, 803–808 (1996)
4. Hsieh, C., Skelton, R.E.: All covariance vontrollers for linear discrete time systems [J]. IEEE Trans. Autom. Control 35, 908–915 (1990)
5. Ito, K., Rozovskii, B.: Approximation of the kushner equation for nonlinear filtering [J]. Soc. Indust. Appl. Math. J. Control. Opt. 38, 893–915 (2000)