I posted this a few days ago, but I think it's the best intro to Kalman filters I've ever seen: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

I posted this a few days ago, but I think it's the best intro to Kalman filters I've ever seen: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...