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Rudolf Kalman was born in Budapest, Hungary, and obtained his bachelor's degree in 1953 and master's degree in 1954 from MIT in electrical engineering. His doctorate in 1957 was from Columbia University.
They worked for me, here they are...
1. Basic well written introduction - By Bilgin Esme - March 2009
2. Deeper explanation - By Dan Simon - June 2010
3. Deeper explanation - By Greg Welch & Gary Bishop - June 2006
4. Simple code example - Terence
What is a Kalman Filter? (1 of 55) (Link here)
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