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the better resource to learn kalman filter?

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I am wondering where is the best resources to learn kalman filter?

I am still confused with it.

Thank you and merry Christmas.
:D
 

I am afraid there is no easy solution to this. However, before going and looking at a textbook, you may want to take a look at some primers and short course materials available online. The following page has lots of material, I suggest that you browse through it and follow some of the links.

https://www.cs.unc.edu/~welch/kalman/kalmanIntro.html

Reprint of Kalman's original paper
https://www.cs.unc.edu/~welch/kalman/media/pdf/Kalman1960.pdf

Introduction to Kalman Filters (16 pages) https://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

Short course -- Introduction to Kalman Filters (81 pages)
https://www.cs.unc.edu/~tracker/media/pdf/SIGGRAPH2001_CoursePack_08.pdf

Kalman Filtering Learning Tool (Java based)
https://www.cs.unc.edu/~welch/kalman/kftool/

Cheers and best of luck,
v_c
 

Hello
The chapter 13 from the book
"Fundamentals of statistical signal processing:estimation theory" by Kay
is entirely dedicated to Kalman filters
 

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