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Probability & Random Processes - Electrial Eng Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition Yates, Goodman ISBN 978-0-471-27214-4, © 2005 Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises and Solutions, 3rd Edition Brown, Hwang ISBN 978-0-471-12839-7, © 1997 Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches Simon ISBN 978-0-471-70858-2, © 2006 Random Processes: Filtering, Estimation, and Detection Ludeman ISBN 978-0-471-25975-6, © 2003

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