My favorite explanation of Kalman filters is this tutorial in Python: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/

My favorite explanation of Kalman filters is this tutorial in Python: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... It's geared towards software engineers and doesn't assume much math background. Highly recommend.