Kalman filter help

You might also look at http://www.taygeta.com/kalman.html

In article <c1161b98.0402180829.3fd88543@posting.google.com>, 
alexanderbaranov@hotmail.com (Alexander Baranov) wrote:
>Try this URL
> http://ourworld.compuserve.com/homepages/PDJoseph/kalman.htm
>I bought the lessons from Peter Joseph and the seemed to be quite clear.
>
>Lars Erup <lerup@videotron.ca> wrote in message
> news:<60BYb.130590$gi7.2057990@weber.videotron.net>...
>> ta wrote:
>> 
>> > Can you suggest a book that is not too heavy on the math? I am mostly
>> > looking for implementation examples. I have looked at enough
>> > derivations and would rather look at real world examples.
>> 
>> Try R.M. Rogers, "Applied Mathematics in Integrated Navigation Systems", 
>> published by AIAA. It is all about using Kalman filters to combine 
>> navigation solutions from multiple sensors.
>> 
>> Lars