Peter Joseph's Homepage
This web site deals with Kalman filters and also chess.
Click below for a tutorial on Kalman filters. I have written 25 lessons on Kalman filters and 8 on Modern linear control theory.
The lessons start with a simple introduction and go on to cover the extended Kalman filter for non-linear systems, non-white noise, stability and divergence, uncertainty in model parameters, sub-optimal filters and other techniques useful for practical applications.
The control theory lessons cover the Kalman-Koepke solution and the seperation theorem.
This site also discusses chess.
It has recently been updated to include material on rook and pawn endgames. This includes correcting an error ocurring in Batsford Chess Endings and repeated in J. Emms Survival Guide to Rook Endings
(click on the one you want)