Seconded! I worked through this partway and appreciate some of the intuitions they build up. It seems to me that there is no shortcuts to grokking the KF than

Seconded! I worked through this partway and appreciate some of the intuitions they build up. It seems to me that there is no shortcuts to grokking the KF than going through simpler filters/Bayesian update algorithms. Another resource I personally enjoy is Student Dave's lectures on YouTube. He's really entertaining and shows both pen-and-paper examples and Matlab simulations.