Hah, yes, I see everyone else has filled you in already. I have several Kalman Filters modelling both linear (conventional KF) and non-linear (Extended) systems

Hah, yes, I see everyone else has filled you in already. I have several Kalman Filters modelling both linear (conventional KF) and non-linear (Extended) systems in production that were derived primarily from the material in this book. I did have to do some application-specific research for a couple of things, for example 3D attitude estimation is a deep dark hole with many different formulations with different pros and cons, but the book gave me a very solid foundation for being able to take attitude estimation papers from NASA and others and work through the approach I wanted to use.