You are not alone! From what I've seen many people struggle with Kalman filters. If you want to build in depth understanding of them I heard lots of good things

You are not alone! From what I've seen many people struggle with Kalman filters. If you want to build in depth understanding of them I heard lots of good things about this online book: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...