By Richard Fisher. A real example of an adaptive cancelling system.
http://www.atnf.csiro.au/projects/ska/WS/wsrf/index.html
No statistical background. Just gets to the point and gives a real example.
http://www.innovatia.com/software/papers/kalman.htm
http://www.edn.com/archives/1994/010694/01di5.htm
http://www.bores.com/courses/intro/iir/
Online interactive program that allows you to move the Laplace poles and zeros of a two-pole filter and view the resulting transfer function (frequency response), and then create a 3D s-domain plot. A fun learning tool.
http://www.thole.org/manfred/polezero/en_idx.html
Introduction to active filters.
http://www.swarthmore.edu/NatSci/echeeve1/Ref/FilterBkgrnd/Filters.html
http://www.freqdev.com/guide/fullguide.html
Butterworth filters, Chebychev filters, Bessel filters, Elliptic filters, State-variable filters, Switched-capacitor filters etc.
http://www.maxim-ic.com/appnotes.cfm/appnote_number/733/ln/en