I love ELI5 articles. I work in fields that use Kalman Filters. I have an MS in EE. I’ve been in industry for more than ten years and tried my hand with more than one KF. I know the terms and mostly grok the math. I’m a Senior trending to Principal at a faang, working in robotics. I STILL STRUGGLE and have never deployed a KF to production.
Side story - a friend of mine tried to recruit me to a well known robotics startup in the commercial autonomous air vehicle space (DM me if you’re curious who). The technical portion was basically, “implement a state estimator for radar target tracking, In one day, here’s some data”. Meanwhile, I have a day job. Lol, I told ‘em, “I’m not a good fit if this is what you’re looking for”. Oh yeah, my recruiter/friend also said they were looking for rock stars. I feel like I really dodged a bullet there.