I love this. I've idly tried to understand the Kalman filter forever (ever=10yr+), and always encountered explanations that threw you straight at the linear alg

I love this. I've idly tried to understand the Kalman filter forever (ever=10yr+), and always encountered explanations that threw you straight at the linear algebra[1]. (yeah, even "quick" or "simple" explanation). This explanation starting from the conceptual is great, and finally provides the needed foundation for me to understand the rest. [1] huff not that I couldn't understand the linear algebra, just that I, uh, didn't have time for that... >_>