Introduction to random signals and applied Kalman filtering : 
Brown, Robert Grover. 
 - 3rd ed. 
 - New York :  Wiley,  1997 
 - xi, 484 p. :  ill. ;  26 cm. + 
<br/><br/> Includes index. 
<br/><br/><label>ISBN: </label>0471128392 (cloth : alk. paper)