Hi Denny,

Here's the one I mentioned:

http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

It is 16 pages long and covers both a regular Kalman filter (used for
linear systems or those which can be modeled as such) and the extended
Kalman filter, used for significantly nonlinear systems. Be forewarned
that the EKF is difficult to work with (very cumbersome math required
and it is often very difficult to get it to converge). If one needs to
do anything more than simple cases, one should learn about other types
of estimators (sigma point filters, for example) so he can choose the
best one for a given situation.

Sean


On Wed, Mar 5, 2008 at 2:43 PM, Denny Esterline <desterline@gmail.com> wrote:
> >
>  >
>  > I know of a very good practical reference for Kalman filters which is
>  > only about 10 pages long. Sigma point is even easier to implement.
>  >
>  >
>  At the risk of dragging this thread further afield....
>  I'd be very interested in a practical referance for Kalman filters.
>
>  -Denny
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