Complementary to this, if you are looking for a thorough, mathematical introduction to Kalman Filters and family, I will highly recommend this book[1] - Writte

Complementary to this, if you are looking for a thorough, mathematical introduction to Kalman Filters and family, I will highly recommend this book[1] - Written by a software engineer who had to implement kalman filters for his job. How he motivates and conveys concepts may resonate with this audience. - Written as interactive Jupyter notebooks. You can clone the repository and run through the lessons. - Incremental improvements. Starting from a simple filter, incorporating Bayes' rule, and extending to probability distributions. It provides a gentle on-ramp to Kalman filters. [1]: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/ https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...