Readings on Kalman Filters

[Srinivas Vadrevu <svadrevu@asu.edu>]

Hi,

Here are some of the readings I found on Kalman Filters.  Most of these can
be found in the excellent Web site on Kalman filters at
http://www.cs.unc.edu/~welch/kalman/. 

- The seminal paper by Kalman himself (1960).  This paper provides an
intuitive explanation of Kalman filters.  It comes from signal processing
area, so I must warn that it is not an easy read (at least for me).  And
since HMMs and DBNs were formalized later, it also misses the connections to
them.
  http://www.cs.unc.edu/~welch/media/pdf/Kalman1960.pdf 

- A very nice introductory tutorial by Greg Welch and Gary Bishop.
  the presentation is available at 
  http://www.cs.unc.edu/~tracker/media/pdf/SIGGRAPH2001_Slides_08.pdf
  the detailed paper is available at
  http://www.menem.com/~ilya/digital_library/control/welch-bishop-01.pdf 

Thanks,
Sree.