Reddit reviews Introduction to Random Signals and Applied Kalman Filtering with Matlab Exercises
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Used Book in Good Condition
You should be able to find lots of examples and explanation using Google. Search terms that may help are: Inertial navigation, INS, GPS aided. I found this INS toolkit very easily, and it looks like it has some examples. Might be diving in head-first though. Brown & Hwang's book covers pretty much exactly what you are looking for, specifically using Matlab.