A lot of great links here, and other top answers. The one series that finally made me grasp kalman filters was https://www.youtube.com/playlist?list=PLX2gX-ftPV

A lot of great links here, and other top answers. The one series that finally made me grasp kalman filters was https://www.youtube.com/playlist?list=PLX2gX-ftPVXU3oUFNATxGXY90AULiqnWT https://www.youtube.com/playlist?list=PLX2gX-ftPVXU3oUFNATxG... from Michel van Biezen, awesome explanations step by step.