I would like to study time series modeling and state space modeling for the purpose of modeling a complex physical system (vibrations of an industrial machine). The system is mostly linear (small deformation hypothesis applies), but there could be nonlinearities due to coupling with the operating fluid. I had a look at the available books, but there's a huge number of them and I don't know how to choose. Can you point me in the right direction?
EDIT: I'm mostly interested in state estimation and model calibration, however also more generic references may be of help, because I'm relatively new to the field.