Books by Tim Wescott
Applied Control Theory for Embedded Systems, Tim Wescott, Elsevier 2006, ISBN 0750678399
I wrote it because I kept getting asked "where can I get a book that covers all of this?", but couldn't find a good book to recommend.
In the book I present control theory and its application in a clear, straightforward manner. This book is primarily aimed at the working software engineer who must make an embedded controller work, however anyone who is required to understand the theoretical and practical aspects of sampledtime control will benefit from studying it.
Recommended Books
These are not books that have been exhaustively searched out. Rather, they are books that I happen to have on my shelf, and that I find useful. Some of these titles are older, but all of them are still useful if you can find copies.

Adaptive Control, Karl J. Åström and Björn Wittenmark, Addison Wesley 1995,
second edition, ISBN 0201558661.
This is the book on the subject. It's an advanced book, but it is written in as clear a manner as you could hope for. I taught myself adaptive control theory out of this book with little trouble.
It has a good section on leastsquares (ARMA) methods for system identification in Chapter 2, while chapters 8 through 10 have some good information on notquiteadaptive systems that are generally easier to apply in practice.

Engineering and Scientific Computing with Scilab, Claude Gomez,
editor, Birkhäuser, 1999. ISBN 0817640096.
The closest thing there is to a comprehensive users manual for Scilab, it covers Scilab functionality as well as techniques for solving engineering and scientific problems in a computational environment.

Understanding Digital Signal Processing, 2nd edition, Rick Lyons, Prentice Hall, 2004.
ISBN 0131089897.
Just what it says it is. Understanding Digital Signal Processing is written for the nearly the same audience that this book is, except that it covers signal processing where this one covers control systems. Where this book stops short on a DSP subject Understanding Digital Signal Processing should be of help.

Nonlinear Dynamical Systems, 2nd edition. Peter A. Cook. Prentice Hall, 1995, ISBN 0136251617.
A standard treatment of nonlinear control systems issues. Has a good expository style; intended for 4thyear or graduate students in control but nonlinear systems theory requires some common sense along with the math, so it may be accessible to a wider audience.