ReBEL will be fully documented when done (beta and subsequent releases), allowing easy application and extension. The documentation will also be supported by numerous experimental examples and demonstrations. Currently, the documentation is still incomplete and somewhat 'terse'. The best course of action for learning how to use the toolkit is through this Quick-Start Guide together with the inline documented code routines and code examples in the 'examples' subdirectory.
The unofficial accompanying "text" to ReBEL are Chapters 5 and 7 of Kalman Filtering and Neural Networks edited by Simon Haykin and published by Wiley. These cover dual extended Kalman filter methods and the Unscented Kalman Filter in great detail. Other algorithms included in ReBEL are also covered in the rest of the book. Here are links to Amazon, B&N and Powells for those who are interested. Further information and theoretical background can also be found in some of these publications.