Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Michel van Biezen has an excellent video series on Kalman filters: ▶ this video He walks you though all the way from the rationale, to a simple algebraic example, to the full blown Linear Algebraic Matrix solution. It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.

I really like this set of videos for explaining the KF. I 'got it' more than I did with the material on the original post. ▶ this video

Here is another tutorial on Kalman Filters, step-by-step video playlist -- ▶ this video Once you get the intuition, Kalman filters are really interesting. As are particle filters -- those are fun to work with and visualize.

Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: ▶ this video It's 55 short videos, each one going over a specific topic or example.

For anyone who read this blog post and thought "Wow that's interesting, but I don't understand half of this. I need a whole youtube series to explain this to me." Well we're in luck. ▶ this video . It's a great set of 55 video lectures on Kalman filtering. (I'm only on number 5 but so far they've been great)

Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic? - ▶ this video