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Thank you, author. Very nice introduction to Kalman filters. These techniques are very-very usefull in many control/estimate application. As I know the Kalman filter is applied even to artificial neural netwroks training!

I can only recommend the following work for better understanding:
Simon D. Optimal state estimation // New-York: John Wiley & Sons (2006)

This book was very helpfull when I was a master student :)
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