Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches, Simon, D
A nice touch in this textbook is the list of suggested readings at the end.
A nice touch in this textbook is the list of suggested readings at the end.
You will find that this textbook is written in a conversational, easy-to-follow tone.
A nice touch in this textbook is the running glossary in the margins.
You will find that this textbook has a comprehensive bibliography for further study.