"Fundamentals of Kalman Filtering" by Zarchan is a good book on the subject, but with a cost that exceeds one hundred dollars, this is a real stretch on the budget of college students who are just looking for some help. This book is a great one for people interested in nonlinear controls and the Kalman filter at a budget cost. The book introduces stochastic optimal control concepts for application to actual problems with sufficient theoretical background to justify their use, but not enough to get bogged down in the math. The book gives the reader with little background in control theory the tools to design practical control systems and the confidence to tackle more advanced literature - something that both the professional who is a little rusty and the student can appreciate. The reader should have mathematical maturity on the level of second year calculus.The first chapter introduces the reader to the concept of optimal control. Chapter two provides a review of the mathematics of control and estimation. For the seasoned reader, you can proceed directly to chapter three with no real loss. Chapter 3 address optimal control of systems that may be nonlinear and time-varying but whose inputs and parameters are known. It illustrates how open-loop control policies generalize to closed-loop control laws when system dynamics are linear and the cost function is quadratic. Chapter 4 presents methods for estimating the dynamics states of a system that is driven by uncertain forces and is observed with random measurement error. Here is where the excellent discussion of the Kalman filter is located. Chapter 5 discusses the general problem of stochastic optimal control where optimal control depends on optimal estimation of feedback information. Chapter six focuses on linear time-invarient systems for which multivariable controllers can be based on linear-quadratic control laws with linear-Gaussian estimators.The book's examples and problems are directed at confidence building, and thus most of them are rather simple and have the purpose of illustrating concepts, not getting bogged down in mathematics. There are also numerous worked out numerical examples, which is a welcome pleasure in such books that are often very theoretical. Highly recommended.