References

Original publication by Rudolf Emil Kálmán himself:

Kalman, R. E. (1960). “A New Approach to Linear Filtering and Prediction Problems”. Journal of Basic Engineering. 82: 35–45.

Textbooks about Kalman filter and state estimation

Simon, Daniel. (2006). Optimal State Estimation: Kalman, H∞, and Nonlinear Approaches. John Wiley & Sons.

Also consider the Errata

Textbooks about linear state-space

DeCarlo, R. A. (1989). Linear systems: A state variable approach with numerical implementation. London: Prentice-Hall International.

Textbooks with applications to tracking

Yaakov Bar-Shalom, X.-Rong Li, Thiagalingam Kirubarajan (2001). Estimation with Applications to Tracking and Navigation: Theory, Algorithms and Software. John Wiley & Sons.

Unscented Kalman Filter

S. J. Julier and J. K. Uhlmann, “Unscented filtering and nonlinear estimation,” in Proceedings of the IEEE, vol. 92, no. 3, pp. 401-422, March 2004, doi: 10.1109/JPROC.2003.823141.

H. M. T. Menegaz, J. Y. Ishihara, G. A. Borges and A. N. Vargas, “A Systematization of the Unscented Kalman Filter Theory,” in IEEE Transactions on Automatic Control, vol. 60, no. 10, pp. 2583-2598, Oct. 2015, doi: 10.1109/TAC.2015.2404511.

Cubature Kalman Filter

I. Arasaratnam and S. Haykin, “Cubature Kalman Filters,” in IEEE Transactions on Automatic Control, vol. 54, no. 6, pp. 1254-1269, June 2009, doi: 10.1109/TAC.2009.2019800.