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.

Optimal State Estimation : Kalman, H Infinity, And Nonlinear Approaches, Hard…

You will find that this textbook is written in a conversational, easy-to-follow tone.

Optimal State Estimation : Kalman, H Infinity, And Nonlinear Approaches, Hard…

A nice touch in this textbook is the running glossary in the margins.

Optimal State Estimation : Kalman, H Infinity, And Nonlinear Approaches, Hard…

You will find that this textbook has a comprehensive bibliography for further study.