I'm happy to see this posted. I learned about Kalman's filter as a technician working with inertial navigators about 2 decades ago. Something like this: https://www.ncbi.nlm.nih.gov/pubmed/28671631
Yes very interesting topic for me too. Especially this kind of filter(UKF) present relatively new evolution of Kalman filters designed to outperform EKF in some of the cases. The idea of my project is to colect examples for different engineering applications and in the same time to test my library.