The best resource is almost always this: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-i

The best resource is almost always this: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... Even if you aren't a python person, it's fantastic and really goes through everything.