Firstly I think the clarity in general is good. The one piece I think you could do with explaining early on is which pieces of what you are describing are the model of the system and which pieces are the Kalman filter. I was following along as you built the markov model of the state matrix etc and then you called those equations the Kalman filter, but I didn't think we had built a Kalman filter yet.

Your early explanation of the filter (as a method for estimating the state of a system under uncertainty) was great but (unless I missed it) when you introduced the equations I wasn't clear that was the filter. I hope that makes sense.