References

Cowan, C.F.N. and P.M. Grant, (eds.) 1985; Adaptive Filters Prentice Hall, Englewood Cliffs NJ, 308 pages ISBN 0-13-004037-1

du Plessis, R.M., 1967; Poor man's explaination of Kalman Filters or How I stopped worrying and learned to love matrix inversion, Reprinted 1997 by Taygeta Scientific Inc., Monterey CA