I think a great place to start is https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture...

I think a great place to start is https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture... Unlike the OP article, it does make use of the math formalism for Kalman filters, but it is a relatively gentle introduction that does a very good job visualizing and explaining the intuition of each term. I have gotten positive feedback (no pun intended!) from interns or junior hires using this resource to familiarize themselves with the topic. If you are making a deeper study and are ready to dive into a textbook that more thoroughly explores theory and application, there is a book by Gibbs[1] that I have used in the past and is well-regarded in some segments of industry that rely on these techniques for state estimation and GNC. [1] https://onlinelibrary.wiley.com/doi/book/10.1002/9780470890042 https://onlinelibrary.wiley.com/doi/book/10.1002/97804708900...