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The” Kalman Filtering: Theory and Practice with MATLAB (Wiley – IEEE) 4th Edition” is all about Kalman filtering. Mohinder S. Grewal and Angus P. Andrews are the authors of this book. This book is a great overview of the state-of-the-art in Kalman Filtering (KF) and teaches you how to start using KF theory for practical applications. There are more than 40 books written on the theory of Kalman Filtering. So, you will not find the traditionally detailed derivations here for which you will have to dig various older books and papers. It is a well-written text with modern ideas which are expressed in a rigorous and clear manner. It is also a professional reference on Kalman filtering fully updated, revised, and expanded. It is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practising engineers and scientists who want to learn more about this important topic. This is a tough subject and not an easy read, but it seems like a very thorough and valuable reference on this topic.