Kalman Filter Books

Below are some books that address the Kalman filter and/or closely related topics. They are listed alphabetically by primary author/editor. Here are some other books that might interest you.

Author/Editor(s) Title Year Publisher Where to Purchase
Bar-Shalom, Yaakov
Li, Xiao-Rong
Estimation and Tracking: Principles, Techniques, and Software (some reviews) 1998 YBS Publishing (1993 by Artec House, Inc.) AddAll
Brown, Robert Grover
Hwang, Patrick Y.C.
Introduction to Random Signals and Applied Kalman Filtering with MATLAB Exercises, 4th Edition 2012 John Wiley & Sons, Inc. AddAll
Einicke, Garry Smoothing, Filtering and Prediction - Estimating The Past, Present and Future 2012 InTech Open Source/Free
Gelb, Arthur Applied Optimal Estimation 1974 MIT Press


Grewal, Mohinder, S.
Andrews, Angus P.
Bartone, Chris G.
Global Navigation Satellite Systems, Inertial Navigation, and Integration, 3rd Edition 2013 John Wiley & Sons, Inc. AddAll
Grewal, Mohinder, S.
Andrews, Angus P.
Kalman Filtering Theory and Practice Using MATLAB, 4th Edition 2014 John Wiley & Sons, Inc. AddAll
Haug, Anton J. Bayesian Estimation and Tracking: A Practical Guide 2012 John Wiley & Sons, Inc. AddAll
Haykin, Simon, S. Kalman Filtering and Neural Networks 2001 John Wiley & Sons, Inc. AddAll
Jacobs, O.L.R. Introduction to Control Theory, 2nd Edition 1994 Oxford University Press AddAll
Lewis, Frank L. Optimal Estimation with an Introduction to Stochastic Control Theory 1986 John Wiley & Sons, Inc. AddAll
Maybeck, Peter S. Stochastic Models, Estimation, and Control, Volume 1 1979 Academic Press, Inc. Out of print but see here.
Simon, Dan Optimal State Estimation: Kalman, H-infinity, and Nonlinear Approaches 2006 John Wiley & Sons, Inc. AddAll
Zarchan, Paul
Musoff, Howard
Frank K. Lu
Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics), 3rd Edition 2009 AIAA AddAll

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Last modified: Sunday, January 25, 2015