Agree. I like how it starts "if you had 2 sensors, here is how you could combine the measurements". Then goes on to say what if you only had 1 sensor, but you k

Agree. I like how it starts "if you had 2 sensors, here is how you could combine the measurements". Then goes on to say what if you only had 1 sensor, but you know the system evolves in a linear way, you can use that to make a prediction and treat it as the input from a second sensor. That finally made me understand it better, and it's much shorter than most explanations without losing necessary details. Also even though I took both ML and probability and statistics courses saying "it's just Bayesian inference to update the posterior" makes it more confusing for me.