Estimation with applications to tracking and navigation: theory algorithms and software. Bar-Shalom, Y., Li, X. R., & Kirubarajan, T. John Wiley & Sons, 2004.
Estimation with applications to tracking and navigation: theory algorithms and software [link]Paper  bibtex   
@book{bar-shalom_estimation_2004,
	title = {Estimation with applications to tracking and navigation: theory algorithms and software},
	shorttitle = {Estimation with applications to tracking and navigation},
	url = {https://books.google.com/books?hl=en&lr=&id=xz9nQ4wdXG4C&oi=fnd&pg=PR9&dq=%22Notation+.+.+.+.+.+.+.+.+.+.%22+%22Kalman+Filter+Summary+.+.+.+.+.%22+%22EKF+Summary+.+.+.+.+.+.+.+.+.+.%22+&ots=Vp__q294pY&sig=sBhPVNko8pIJeLCU9MApC-uQZ10},
	urldate = {2017-05-31},
	publisher = {John Wiley \& Sons},
	author = {Bar-Shalom, Yaakov and Li, X. Rong and Kirubarajan, Thiagalingam},
	year = {2004},
}

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