Probabilistic Robotics covers Kalman Filter from a first principles probabilistic viewpoint, and its extension the EKF. It's quite readable for someone with bas

Probabilistic Robotics covers Kalman Filter from a first principles probabilistic viewpoint, and its extension the EKF. It's quite readable for someone with basic understanding of linear algebra, probability, and calculus. I believe it also has a refresher on these basics in the introduction. http://www.probabilistic-robotics.org/ http://www.probabilistic-robotics.org/