This is a classic text but it is not very accessible. After reading it, I had to consult many other sources to try to get a better picture of the working of Kallman filters. I feel the presentation is dated and maybe aimed more somewhere between theory of filters and practice.
The introductory mathematics are very clear, however.
The best book I've seen on Kalman Filtering. The formatting isn't great, and the notation is inconsistent with the accepted protocol of today, but the technical presentation and conceptual insight is very good.