Girija (Technical Consultant, Bangalore, India) Gopalratnam & Jitendra R. (National Aerospace Laboratories (CSIR-NAL), India) Raol 
Nonlinear Filtering [PDF ebook] 
Concepts and Engineering Applications

Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications — including aerospace, automated manufacturing, robotics, and advanced control systems — are referenced throughout the text.