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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Michel van Biezen · 660.9K views · 2015-09-12 · 5:56

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Overview

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.

On Hacker News

HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.

Recommended by 5 HN people across 5 months · HN mentions 2017–2025

Topics

Data science & statisticsPure mathematicsUniversity lectures & courses
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kalman filterstate estimationlinear algebracontrol theorylecture series

What people said

michelpp · 2021-12 · Strong recommendation

Michel van Biezen has an excellent video series on Kalman filters: [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.

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cocostation · 2024-02 · Recommendation

I really like this set of videos for explaining the KF. I 'got it' more than I did with the material on the original post. [VIDEO]

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dpflan · 2023-10 · Recommendation

Here is another tutorial on Kalman Filters, step-by-step video playlist -- [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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Sources

Video by Michel van Biezen, played through YouTube.

Data and selection notes

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