There's another explanation of Kalman filters here: http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ http://www.bzarg.com/p/how-a-kalman-filter-wor

There's another explanation of Kalman filters here: http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures...