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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?
Michel van Biezen
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.
HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.
6 Hacker News mentions · 2017–2025