FWIW my first encounter with a Bayesian explanation of Kalman filters was this series: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://g

FWIW my first encounter with a Bayesian explanation of Kalman filters was this series: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...