Zhan Wang & Shoudong Huang 
SIMULTANEOUS LOCALIZATION AND MAPPING [PDF ebook] 
Exactly Sparse Information Filters

Simultaneous localization and mapping (SLAM) is a process where an autonomous vehicle builds a map of an unknown environment while concurrently generating an estimate for its location. This book is concerned with computationally efficient solutions to the large scale SLAM problems using exactly sparse Extended Information Filters (EIF).The invaluable book also provides a comprehensive theoretical analysis of the properties of the information matrix in EIF-based algorithms for SLAM. Three exactly sparse information filters for SLAM are described in detail, together with two efficient and exact methods for recovering the state vector and the covariance matrix. Proposed algorithms are extensively evaluated both in simulation and through experiments.