5 HN users recommended this course5 months2017–2025score 5.5
Years with an HN recommendation, 2007–2026
HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.
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.
“It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.” (HN, 2021)
Michel van Biezen has an excellent video series on Kalman filters: [this video] He walks you though all the way from the rationale, to a simple algebraic example, to the full blown Linear Algebraic Matrix solution. It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.
Walks from rationale through algebraic example to full matrix solution
For anyone who read this blog post and thought "Wow that's interesting, but I don't understand half of this. I need a whole youtube series to explain this to me." Well we're in luck. [this video] . It's a great set of 55 video lectures on Kalman filtering. (I'm only on number 5 but so far they've been great)
Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: [this video] It's 55 short videos, each one going over a specific topic or example.
55 short videos giving a detailed Kalman filter deep dive
Here is another tutorial on Kalman Filters, step-by-step video playlist -- [this video] Once you get the intuition, Kalman filters are really interesting. As are particle filters -- those are fun to work with and visualize.
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