1. Kalman, R.E.: A New Approach to Linear Filtering and Prediction Problems. Transactions of the ASME–Journal of Basic Engineering 82 (Series D), 35–45 (1960)
2. Welch, G., Bishop, G.: SIGGRAPH 2001 Course 8: An Introduction to the Kalman Filter, University of North Carolina at Chapel Hill, Department of Computer Science. Chapel Hill (2001) NC 27599-3175
3. Maybeck, P.S.: Stochastic models, estimation, and control. 1 (1979)
4. Sorenson, H.W.: Least-Squares estimation: from Gauss to Kalman. IEEE Spectrum 7, 63–68 (1970)
5. Gelb, A.: Applied Optimal Estimation. MIT Press, Cambridge (1974)