I haven't read that book, but seeing it as a Bayesian filter made it click for me. All the control theory guys who just handwaved with "it's basically a stochas

I haven't read that book, but seeing it as a Bayesian filter made it click for me. All the control theory guys who just handwaved with "it's basically a stochastic Luenberger observer" didn't capture the essence of the filter for me. With a strong statistics background it was much better to go from Bayesian first principles to the Kalman filter.