Devin S. Johnson, Joshua M. London, Mary-Anne Lea, and John W. Durban. 2008. Continuous-time correlated random walk model for animal telemetry data. Ecology 89:1208–1215.

Appendix B. Details for application of the Kalman filter to the continuous-time correlated random walk (CTCRW) model. Click here for a pdf file of the appendix.