If you just want the equations, try: http://www.ece.cmu.edu/~byronyu/papers/derive_ks.pdf http://www.ece.cmu.edu/~byronyu/papers/derive_ks.pdf And for the EKF

If you just want the equations, try: http://www.ece.cmu.edu/~byronyu/papers/derive_ks.pdf http://www.ece.cmu.edu/~byronyu/papers/derive_ks.pdf And for the EKF: http://www-npl.stanford.edu/~byronyu/papers/derive_eks.pdf http://www-npl.stanford.edu/~byronyu/papers/derive_eks.pdf