Author/Editor(s) 
Title 
Year 
Publisher 
Where to Purchase 
BarShalom, Yaakov
Li, XiaoRong 
Estimation and Tracking: Principles, Techniques, and Software (some reviews) 
1998 
YBS Publishing (1993 by Artec House, Inc.) 
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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. 
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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, Hinfinity, 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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