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Some Kalman filter links I found useful

How a Kalman filter works, in pictures https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture...

Derive yourself a Kalman filter https://ngr.yt/blog/kalman/

Kalman and Bayesian Filters in Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...




A lot of great links here, and other top answers. The one series that finally made me grasp kalman filters was https://www.youtube.com/playlist?list=PLX2gX-ftPVXU3oUFNATxG... from Michel van Biezen, awesome explanations step by step.




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