Kalman filter

journals
Michael S Triantafyllou, Marc Bodson, Michael Athans, Real Time Estimation of Ship Motions Using Kalman Filtering Techniques, IEEE Journal of Ocean Engineering, Vol OE-8, No 1, January 1983, pp 9-20.

http://www.mathworks.co.uk/matlabcentral/fileexchange/loadFile.do?objectId=5377&objectType=file

MatlabCode

links
Math

Kalman tracking