In the late 1950s there was a revolution in engineering as new techniques were discovered to improve the control of dynamic systems. The mathematics for this, now commonly referred to as Kalman Filtering are discussed in Optimal Filtering Techniques by B.D.O. Anderson and J.B. Moore (Prentice Hall, Englewood Cliffs, New Jersey, 1979). Another book giving a number of examples of how to use filtering techniques is Applied Optimal Estimation edited by A. Gelb (The MIT Press, Cambridge, MA, 1974).
