1. A New Approach to Linear Filtering and Prediction Problems
2.
B. Anderson and J. B. Moore, Optimal filtering, Prentice-Hall Inform. and Syst. Sci. Ser., (1979).
3. F. E. Daum, Extended Kalman filters, Encyclo. Syst. and Control, (2015), 411-413.
4.
E. A. Wan and R. Van Der Merwe, The unscented kalman filter for nonlinear estimation, in Proc. IEEE Adapt. Syst. Signal. Process. Commun. Control Sympos., Oct., Lake Louise, Canada, (2000).
5. Digital synthesis of non-linear filters