This is really great! I kept encountering Kalman filters in my research during graduate school, but they didn't directly affect my research so I never made the

This is really great! I kept encountering Kalman filters in my research during graduate school, but they didn't directly affect my research so I never made the time to understand them. What a fantastic explanation! I'm also a huge fan of the use of colors to understand all the different concepts at work. Yesterday I actually asked the secretary of my department to get my an 8 pack of multicolored pens for this exact purpose (red, blue, and black aren't enough!).