Thank you, very good resource! Timely too, as I am revising this topic.<p>My work is mostly in python. I found this interactive book using Jupyter that explains Kalman filters from first principles.<p><a href="https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/">https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...</a>