Kalman Filtering 
Subtitle: Theory and Practice Using MATLAB
Publisher: Wiley-Interscience
Published: January 16, 2001
Language: eng
Number of pages: 416
ISBN-13: 9780471392545
First sentence: Theoretically the Kalman Filter is an estimator for what is called the linear-quadratic problem, which is the problem of estimating the instantaneous "state" (a concept that will be made more precise in the next chapter) of a linear dynamic system perturbed by white noise-by using measurements linearly related to the state but corrupted by white noise.