Read my manifesto on Code as an alternative to Mathematics. Code for this article can be found on this Colab Notebook should you choose to follow along. Why Kalman Filters? Kalman filters are ingenius. If you have never heard of them, then a very intuitive (and arguably reductive) way to think about them is to
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Very clear explanation. Never heard about Kalman filters and I love adding such things to my “mental toolbox”. Thanks for sharing!