Adaptive Filter Theory by Simon Haykin is the single best engineering book I used. http://www.amazon.com/Adaptive-Filter-Theory-Simon-Haykin/dp/013267145X http

Adaptive Filter Theory by Simon Haykin is the single best engineering book I used. http://www.amazon.com/Adaptive-Filter-Theory-Simon-Haykin/dp/013267145X http://www.amazon.com/Adaptive-Filter-Theory-Simon-Haykin/dp... Covers Kalman filters in great detail. Did anyone else us it?