1. A new approach to linear filtering and prediction problem;Kalman;ASME J. Basic Eng.,1960
2. Adaptive Filtering Prediction and Control;Goodwin,1984
3. Kalman Filtering: Theory and Practice;Grewal,2001
4. Linear Estimation;Kailath,2000
5. Optimal Estimation: with an Introduction to Stochastic Control Theory;Lewis,1986