Skip to content Pravesh Koirala Language, Computers, and Philosophy .site-branding #masthead .entry-header Read my manifesto on Code as an alternative to Mathematics . Code for this article can be found on this Colab Notebook should you choose to follow along. Kalman filters are ingenius. If you have never heard of them, then a very intuitive (and arguably reductive) way to think about them is to consider them as a funnel where you pour information from multiple noisy sources to condense them into a single more accurate statistic. Do not worry if all this sounds vague. In moments, we’ll be stripping that statement into a more accessible example in hopes of furthering our intuition. It is best said early that there is no better tool to study and reason about Kalman Filters than Mathematics. But it is equally true that the underlying Mathematics of Kalman Filters is ...