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

Michel van Biezen · 5 HN recommendations

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The first video in a 55-part series by Michel van Biezen that introduces the Kalman filter and builds from the rationale through algebraic examples to the full matrix treatment. The videos are short, blackboard-style lectures.

Why HN recommends it: HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.

“It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.” Read on HN ↗