Editing Kalman filter (section)

== Further reading ==
{{refbegin}}
* {{cite book | last1 = Bar-Shalom | first1 = Yaakov | author-link1 = Yaakov Bar-Shalom | last2 = Li | first2 = X. Rong | last3 = Kirubarajan | first3 = Thiagalingam | title = Estimation with Applications to Tracking and Navigation: Theory Algorithms and Software | publisher = Wiley | year = 2004 }}
* {{cite book | last = Bierman | first = G.J. | year = 1977 | title = Factorization Methods for Discrete Sequential Estimation | series = Mathematics in Science and Engineering | volume = 128 | isbn = 978-0-486-44981-4 | publisher = Dover Publications | location = Mineola, N.Y. }}
* {{cite book | last = Bozic | first = S.M. | year = 1994 | title = Digital and Kalman filtering | publisher = Butterworth–Heinemann }}
* {{cite book | last1 = Chui | first1 = Charles K. | last2 = Chen | first2 = Guanrong | year = 2009 | title = Kalman Filtering with Real-Time Applications | publisher = [[Springer Science+Business Media|Springer]] | location=New York | isbn = 978-3-540-87848-3 | volume = 17 | series = Springer Series in Information Sciences | edition = 4th | page=229 }}
* {{cite book | last = Gelb | first = A. | year = 1974 | title = Applied Optimal Estimation | publisher = MIT Press }}
* {{cite book | last = Harvey | first = A.C. | year = 1990 | title = Forecasting, Structural Time Series Models and the Kalman Filter | publisher = Cambridge University Press | isbn = 978-0-521-40573-7 | url = https://books.google.com/books?id=Kc6tnRHBwLcC }}
* {{cite book | last = Haykin | first = S. | year = 2002 | title = Adaptive Filter Theory | publisher = Prentice Hall }}
* {{cite book | last = Jazwinski | first = Andrew H. | year = 1970 | title = Stochastic Processes and Filtering | publisher = [[Academic Press]] | location=New York | series = Mathematics in Science and Engineering | page=376 | isbn=978-0-12-381550-7 }}
* {{cite book | last1 = Kailath | first1 = Thomas | author-link1=Thomas Kailath | last2 = Sayed | first2 = Ali H. | author-link2=Ali H. Sayed | last3 = Hassibi | first3 = Babak | author-link3=Babak Hassibi | title=Linear Estimation | publisher=Prentice–Hall | location=NJ | year=2000 | isbn=978-0-13-022464-4 }}
* {{cite journal | last = Kalman | first = R.E. | year = 1960 | title = A new approach to linear filtering and prediction problems | journal = Journal of Basic Engineering | volume = 82 | issue = 1 | pages = 35–45 | url = http://www.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf | access-date = 2008-05-03 | doi = 10.1115/1.3662552 | s2cid = 1242324 | archive-url = https://web.archive.org/web/20080529105724/http://www.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf | archive-date = 2008-05-29 }}
* {{cite journal | last1 = Kalman | first1 = R.E. | last2 = Bucy | first2 = R.S. | year = 1961 | title = New Results in Linear Filtering and Prediction Theory | journal = Journal of Basic Engineering | volume = 83 | pages = 95–108 | citeseerx = 10.1.1.361.6851 | doi = 10.1115/1.3658902 | s2cid = 8141345 }}
* {{cite book | last1 = Liu | first1 = W. | last2 = Principe | first2 = J.C. | last3 = Haykin | first3 = S. | year = 2010 | title = Kernel Adaptive Filtering: A Comprehensive Introduction | publisher = John Wiley }}
* {{cite book | last = Maybeck | first = Peter S. | year = 1979 | title = Stochastic Models, Estimation, and Control | publisher = [[Academic Press]] | location = New York | isbn = 978-0-12-480701-3 | volume = 141-1 | series = Mathematics in Science and Engineering | chapter = Chapter 1 | chapter-url = http://www.cs.unc.edu/~welch/kalman/media/pdf/maybeck_ch1.pdf }}
* {{cite book | last = Manolakis | first = D.G. | year = 1999 | title = Statistical and Adaptive signal processing | publisher = Artech House }}
* {{cite book | last = Simon | first = D. | year = 2006 | title = Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches | publisher = Wiley-Interscience | url = http://academic.csuohio.edu/simond/estimation/ | access-date = 2006-07-05 | archive-date = 2010-12-30 | archive-url = https://web.archive.org/web/20101230101133/http://academic.csuohio.edu/simond/estimation/ | url-status = dead }}
* {{cite book | last = Sayed | first = Ali H. | author-link=Ali H. Sayed | title = Adaptive Filters | publisher = Wiley | location = NJ | year = 2008 | isbn = 978-0-470-25388-5 }}
* {{cite journal | last1 = Roweis | first1 = S. | last2 = Ghahramani | first2 = Z. | author-link2 = Zoubin Ghahramani | year = 1999 | title = A Unifying Review of Linear Gaussian Models | journal = Neural Computation | volume = 11 | issue = 2 | pages = 305–345 | doi = 10.1162/089976699300016674 | pmid = 9950734 | s2cid = 2590898 | url = https://authors.library.caltech.edu/13697/1/ROWnc99.pdf }}
* {{cite journal | last = Warwick | first = Kevin | author-link = Kevin Warwick | year = 1987 | title = Optimal observers for ARMA models | journal = International Journal of Control | volume = 46 | issue = 5 | pages = 1493–1503 | doi = 10.1080/00207178708933989 }}
{{refend}}