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
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...

GitHub
Well I read the g-h filter chapter and I guess it made sense. I started reading the discrete bayes filter chapter and even though the author tried to make it application-based (which I find extremely important) it is very dull and I don't think I can pull through.

" Now that we understand the discrete Bayes filter and Gaussians … "

Sure... 😥