A good textbook for designing signal filters
There are a lot of books out there, but if you are interested in Control and Signal Processing, I strongly suggest you take a look a Stephen Boyd Lectures from standford:

http://www.youtube.com/watch?v=bf1264iFr-w

There's the first one, the entire course is really valuable and he is a great Teacher.

Appart from That here's a good list of my preferred books on Signal Processing, some are more introductory, and some are more advanced:

Basics:


Signals And Systems - Oppenheim &amp; Willsky
Digital Signal Processing - Proakis &amp; Manolakis
Discrete Time Signal Processing - Oppenheim &amp; Schafer


A bit more Advanced and Related to Control:


Optimum Signal Processing - Sophocles J. Orfanidis
Optimal Filtering - Brian D. O. Anderson &amp; John B. Moore
Optimal Control: Linear Quadratic Methods - Brian D. O. Anderson &amp; John B. Moore


Some on Statistical Processing (Advanced):


Statistical Signal Procfessing - Louis L. Scharf
Linear Estimation - Thomas Kailath, Ali H. Sayed &amp; Babak Hassibi (Watch out this one is really tough)
Spectral Analysis of Signals - Petre Stoica &amp; Randolph Moses


And some about Adaptive processing (Useful in every area of signal processing and control):


Adaptive Filter Theory - Simon Haykin
Adaptive Filters - Ali H. Sayed
Satistical And adaptive Signal Processing - Manolakis, Ingle &amp; Kogon


And of course, the father of all Control Engineering Textbooks:


Linear Systems - Thomas Kailath


From your question i cannot really guess your background, but if you have never studied any topic like LTI systems, Digital Systems or Control, i would say you have a couple of years ahead of you to really learn and dominate the topic. The books i listed are the most referenced books in university courses, and in general the ones that everyone studies. They are for the most part, very theoretical, a lot of math and stuff like that. But it's a must have for reference. If you are looking for more instant satisfaction i would say try to google some cookbooks about digital filters or control, with the basics of PID controllers, linear regulators, etc.

Hope it helps