A fantastic interactive introduction to Kalman filters can be found on the following repo: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python?tab=

A fantastic interactive introduction to Kalman filters can be found on the following repo: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python?tab=readme-ov-file https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... It explains them from first principles and provides the intuitive rationale for them but doesn't shy away from the math when it feels the student should be ready for it.