Here are some interesting links about kalman filters :
- The Kalman Filter
- A really nice site with a good introduction to kalman filtering. This is a must-see: Kfilter is based on this introduction. Also, there are many good links listed there.
- The Seminal Kalman Filter Paper (1960)
- This is the original paper from Kalman, in PDF format. The PDF is found on the same site as above.