A visual introduction to Kalman Filters and to the intuition behind them.




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Timestamps:
0:00 Intro
4:30 Kalman Filters
5:37 Prediction Step
7:14 Update Step

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Typos:
- at 3:00. A car going at 60 km/h would be 1 km away after 1 minute, not 1 hour.

- around 9:00, the Kalman gain Kx is not only between -1 and 1, it is actually nonnegative because it corresponds to an observed variable x. (Kxdot can still be negative of course if x and xdot are negatively correlated.)

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