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Applied Kalman Filtering (3 ed.). New York: John Wiley & Sons. ISBN 978-0-471-12839-7. Welch, Lloyd R. "Wiener–Hopf Theory" (PDF). Archived from the original...

Filtering (3 ed.). New York: John Wiley & Sons. pp. 289–293. ISBN 978-0-471-12839-7. Einicke, G.A. (2019). Smoothing, Filtering and Prediction: Estimating...

Filtering with Matlab Exercises and Solutions. New York: Wiley-Liss. ISBN 978-0-471-12839-7. Davenport, Wilbur B. (Jr); Root, William L. (1987). An Introduction...