| Harold J. Kushner, “Approximations to Optimal Nonlinear Filters,” IEEE Transactions on Automated Control, vol. AC-21, No. 5, Oct. 1967. |
| Arthur Gelb, Applied Optimal Estimation, The M.I.T. Press, Cambridge, MA, 1974, Chapter 1, pp. 1-7. |
| Brian D. O. Anderson and John B. Moore, Optimal Filtering, Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1979, Chapter 1 and 1, pp. 1-16. |
| J. D. Jackson, Classical Electrodynamics, John Wiley & Sons, 2nd Edition, New York, 1975, Chapter 6, pp. 209-268. |
| Andrew H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York, 1970, Chapters 1 and 2, pp. 1-13. |
| Mohinder S. Grewal and Angus P. Andrew, Kalman Filtering, Prentice Hall, Upper Saddle River, New Jersey, 1993. |