Dan Simon. Optimal State Estimation: Kalman, H∞, and Nonlinear Approaches. Wiley, 2006. [doi]
@book{Simon06-1, title = {Optimal State Estimation: Kalman, H∞, and Nonlinear Approaches}, author = {Dan Simon}, year = {2006}, doi = {10.1002/0470045345}, url = {https://doi.org/10.1002/0470045345}, researchr = {https://researchr.org/publication/Simon06-1}, cites = {0}, citedby = {0}, publisher = {Wiley}, isbn = {978-0-47004534-3}, }