Awesome

Kalman-Filter-for-Beginners

Sample code in MATLAB or Octave for <a href="https://www.amazon.com/Kalman-Filter-Beginners-MATLAB-Examples/dp/1463648359/ref=sr_1_1?ie=UTF8&qid=1472831675&sr=8-1&keywords=kalman+filter">Kalman Filter for Beginners</a>