Reddit reviews Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
We found 2 Reddit comments about Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches. Here are the top ones, ranked by their Reddit score.
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I have heard good things about Dan Simon's Optimal State Estimation book, but do not have experience with it.
Haykin has a chapter on Kalman filtering in his Adaptive Filter Theory text and a book on Kalman Filtering and Neural Networks.
This book has been a great help in Kalman filters.
If you like Python; this other book on Kalman and Bayesian filters in Python is a must.