入门级统计入门教材。 它已在包括普林斯顿大学和南加州大学在内的十几门课程中使用。

矩阵计算，第三版，包含两个pdf文件，内容包括各种矩阵以及线性系统的分解,求解

This book is for people who want to write programs that communicate with each other using an application program interface (API) known as sockets. Some readers may be very familiar with sockets already, as that model has become synonymous with network programming. Others may need an introduction to sockets from the ground up. The goal of this book is to offer guidance on network programming for beginners as well as professionals, for those developing new network-aware applications as well as those maintaining existing code, and for people who simply want to understand how the networking components of their system function.

Kalman Filtering 经典著作，大牛Paul Zarchan。附源代码！！！

Introduction to Algorithms, Third Edition（算法导论）

"Serious researchers in combinatorics or algorithm design will wish to read the book in its entirety...the book may also be enjoyed on a lighter level since the different chapters are largely independent and so it is possible to pick out gems in one's own area..." -Formal Aspects of Computing This

digital image processing solution Third edition

Mathematics for 3D Game Programming and Computer Graphics (Third Edition) pdf document by Eric Lengyel

非线性光学英文教材，很详细，深入浅出，专业但不枯燥

This is a practical guide to building Kalman filters that shows how the filtering equations can be applied to real-life problems. Numerous examples are presented in detail, showing the many ways in which Kalman filters can be designed. Computer code written in FORTRAN, MATLAB®, and True BASIC accompanies all of the examples so that the interested reader can verify concepts and explore issues beyond the scope of the text. In certain instances, the authors intentionally introduce mistakes to the initial filter designs to show the reader what happens when the filter is not working properly. The text carefully sets up a problem before the Kalman filter is actually formulated, to give the reader an intuitive feel for the problem being addressed. Because real problems are seldom presented as differential equations, and usually do not have unique solutions, the authors illustrate several different filtering approaches. Readers will gain experience in software and performance tradeoffs for determining the best filtering approach. The material that has been added to this edition is in response to questions and feedback from readers. The third edition has three new chapters on unusual topics related to Kalman filtering and other filtering techniques based on the method of least squares.Chapter 17 presents a type of filter known as the fixed or finite memory filter, which only remembers a finite number of measurements from the past. Chapter 18 shows how the chain rule from calculus can be used for filter initialization or to avoid filtering altogether. A realistic three-dimensional GPS example is used to illustrate the chain-rule method for filter initialization. Finally, Chapter 19 shows how a bank of linear sine-wave Kalman filters, each one tuned to a different sine-wave frequency, can be used to estimate the actual frequency of noisy sinusoidal measurements and obtain estimates of the states of the sine wave when the measurement noise is low.