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.
Why Hacker News points people here: HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.
“It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.”HN comment, 2021
“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
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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.
RecommendsJamesBarneyJan 2017
“It's a great set of 55 video lectures on Kalman filtering.”
55-lecture series explaining Kalman filtering
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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)
RecommendsSatvikBeriMar 2018
“I found this sequence of videos really helpful”
55 short videos giving a detailed Kalman filter deep dive
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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.
RecommendsdpflanOct 2023
“Here is another tutorial on Kalman Filters, step-by-step video playlist”
Step-by-step Kalman filter video playlist
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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.
RecommendscocostationFeb 2024
“I really like this set of videos for explaining the KF.”
Clearer Kalman filter explanation than the original post
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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. this video
Cites itdpflanJan 2025
“Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic?”
Lectures used while learning Kalman filters
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Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic? - this video