I suggest you start with a recursive least squares filter first, which is fully deterministic and quite easy to derive if you are comfortable with Euclidean geo

I suggest you start with a recursive least squares filter first, which is fully deterministic and quite easy to derive if you are comfortable with Euclidean geometry. The Kalman filter basically just adds process covariance on top of that, so in a sense it is a "fuzzy" least-squares estimator.