Introductory textbook for Kalman and Bayesian filters. All code is written in Python, and the book itself is written in IPython Notebook (now known as Jupyter) so that you can run and modify the code ...

The Kalman filter was invented by Rudolf Emil Kálmán to solve this sort of problem in a mathematically optimal way. Its first use was on the Apollo missions to the moon, and since then it has been ...