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