The udacity class does an awesome job of teaching kalman filters, particle filters etc. http://www.udacity.com/view#Course/cs373/CourseRev/apr2012/Unit/512001/

The udacity class does an awesome job of teaching kalman filters, particle filters etc. http://www.udacity.com/view#Course/cs373/CourseRev/apr2012/Unit/512001/Nugget/514001 http://www.udacity.com/view#Course/cs373/CourseRev/apr2012/U... In the course you go step by step implementing these things in python. The course far exceeded my expectaion from an online course.