Recently tasked with implementing a Kalman filter, I found it very very difficult to find good resources that explained it in language that made sense to a developer like me. So after spending a month learning it, I wrote a couple posts on it, perhaps someone might find it helpful?

https://www.splinter.com.au/2023/12/14/the-kalman-filter-for...

https://www.splinter.com.au/2023/12/15/the-kalman-filter-wit...

As a developer I found the maths made sense only after implementing it, ironically. I guess we learn by building on top of what we already know? Is there a term for that?