The magic of the Kalman filter, in pictures
In a past life, when I was mixing GPS, accelerometer, gyros, and tachometer sensors, Aided Navigation by Jay A Farrel (<a href="http://www.amazon.com/Aided-Navigation-High-Rate-Sensors/dp/0071493298" rel="nofollow">http://www.amazon.com/Aided-Navigation-High-Rate-Sensors/dp/...</a>) was super handy.<p>Optimal State Estimation by Dan Simon helped, too:
<a href="http://www.amazon.com/Optimal-State-Estimation-Nonlinear-Approaches/dp/0471708585" rel="nofollow">http://www.amazon.com/Optimal-State-Estimation-Nonlinear-App...</a>