Found what appears to be a good, free and open licensed book on Kalman filters (actually Bayesian filters in general). I say "appears to be" because it's one of the longest creative-commons-licensed textbooks I've ever seen: The PDF is 506 pages. (And it was written in 2020, so it's all human authorship.) It's a tome. #electronics #sensors #signals
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

GitHub - rlabbe/Kalman-and-Bayesian-Filters-in-Python: Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filt...