Kalman Filtering Additional Links...
Java Digital Signal Processing Editor, J-DSP (Sunday, March 11, 2007)
NLMS, NLMS with OCF, and Affine Projection Algorithm
The LMS Adaptive Filter Algorithm
First Order Convergence Analysis of the LMS Algorithm
Discrete Time, Casual Wiener Filter
Practical Issues in Weiner Filter Implementation
Java Simulations of the Method of Steepest Decent and Newton's Method
Dr. K. Burner Lecture Notes - Method of Steepest Decent (with LMS)
Complex Number Calculator (Java based)
Random Processes (Short Course) Random Processes (References)