I've found this "book" (series of jupyter notebooks) to be a fantastic course on the Kalman filter from basics to advanced topics. https://github.com/rlabbe/Kal

I've found this "book" (series of jupyter notebooks) to be a fantastic course on the Kalman filter from basics to advanced topics. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...