Kalman References
  S. Margetis

Starnote-87 D. Liko's initial implementation of DELPHI routines in STAR (Fortran)

RK. Bock et al., "Data analysis techniques in high energy physics experiments". A comprehensive step-by-step book explaining all the relevant tasks for track and vertex finding and fitting.

R. Fruehwirth, NIM A262 (1987) 444. A reference paper on Kalman filter techniques. Not easy to follow for a beginner, no explicit math derivation based on examples.

P. Billoir, Comp.Phys.Comm. 57 (1989) 390. A comprehensive paper on Progressive track fitting using Kalman-like fitting procedure. No "smoother". Simple and interesting.

P. Billoir and S. Qian, NIM A311 (1992) 139. A comprehensive paper on fast/superfast vertex and primary track fitting using a local parametrization. Relatively easy to follow the math.

P. Billoir et al, NIM A241 (1985) 115. A comprehensive paper on track matching/merging and vertex finding using "break point" or "progressive" (pre-Kalman) techniques.

Many more to come....