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#### <a name="Books"></a> Books

- Jay Farrell, Matthew Barth. The global positioning system and inertial navigation. New York : McGraw-Hill, c1999. ISBN 007022045X. Some errata is [here](http://www.ee.ucr.edu/~farrell/faq_errata.pdf). Local errata [[here|GPS-INS-errata.txt]].
- Simon Haykin, Kalman Filtering and Neural Networks. Wiley, October 2001. ISBN: 0-471-36998-5
- Robert Grover Brown and Patrick Y.C. Hwang, Introduction to random signals and applied kalman filtering. John Wiley &amp; Sons, Inc c1992 2nd ed ISBN: 0-471-52573-1
- R.L. Eubank, A Kalman Filter Primer. Chapman &amp; Hall/CRC, c2006 IBSN: 0-8247-2365-1
- Thomas Kailath, Ali H. Sayed, Babak Hassibi, Linear Estimation. Prentice Hall, c2000 IBSN: 0-13-022464-2

#### <a name="Thesis and Dissertations"></a> Thesis and Dissertations

- Rudolf Van der Merwe, Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models, Dissertation, OGI, April 2004.
- Shelby Brunke, Nonlinear Filtering and System Identification Algorithms for Autonomous Systems, Dissertation, Univ of Wash, 2001.
- Jamie L. Wiegand, A Study of Process Noise Covariance Estimation Techniques using Kalman Filters, MS Thesis, Univ of Wash, 1990.