You may have chanced upon this already but here is a wonderfully explained (IMHO) intro to Kalman filters: https://www.bzarg.com/p/how-a-kalman-filter-works-in-

You may have chanced upon this already but here is a wonderfully explained (IMHO) intro to Kalman filters: https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture...