I was searching for a book as well, best to cover the basics required to learn and implement kalman filtering in real life situation. So far I finalized my choice to this:
Fundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) by Paul ZarchanFundamentals of Kalman Filtering: A Practical Approach (Progress in Astronautics and Aeronautics) by Paul Zarchan
I think this should be the one and I'm ordering it now. :)