The Kalman Filter

Anything Good Enough for Apollo is Good Enough for Me

Copyright:	Copyright 2007 Dean Hall. All rights reserved.
Author:	Dean Hall
Revision:	01
Date:	2007/12/01

Intermediate and Advanced KF Links

Novice-Level Kalman Filter Links

Dan Simon's Embedded Systems Programming article - explains how to set up your matrices.
A decent list of other KF links
Portland State Aerospace Society's intro to the KF - all equations in LaTeX format
Tom Pycke uses a KF on his IMU - example for UAV; no code.
A KF for the SparkFun IMU5