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The suggestions by @gvdhoorn are valid and a good approach, but given the constraint on installing GTSAM via catkin_build here is a solution:

Add to the top of the current gtsam/CMakeLists.txt add,

cmake_minimum_required(VERSION 2.8.3)
project(gtsam)

find_package(catkin REQUIRED COMPONENTS)

include_directories(
    gtsam
    ${catkin_INCLUDE_DIRS}
    ${Boost_INCLUDE_DIRS}
)

and at the bottom,

catkin_package()
install(DIRECTORY ${PROJECT_NAME}
        DESTINATION ${CATKIN_PACKAGE_INCLUDE_DESTINATION}
        PATTERN ".cpp" EXCLUDE
        PATTERN ".txt" EXCLUDE
        PATTERN ".in" EXCLUDE
        PATTERN ".dox" EXCLUDE
)

And the package.xml should be updated to reflect catkin: <buildtool_depend>catkin</buildtool_depend>.