1. Papoulis, A.: ‘Probability, random variables, and stochastic processes’, 3rd edn.(McGraw-Hill, New York 1991)
2. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
3. Julier, S.J., and Uhlmann, J.K.: ‘A general method for approximating nonlinear transformations of probability distributions’, Eng. Dept., Univ. Oxford, Tech. Rep, Oxford