Most tutorials for the Kalman Filter are difficult to understand because they require advanced math skills to understand how the Kalman Filter is derived. If you have tried to read Rudolf E Kalman’s 1960 Kalman Filter paper, you know how confusing this concept can be. But do you need to understand how to derive the Kalman Filter in order to use it? No. If you want to design and implement a Kalman Filter, you do not need to know how to derive it, you just need to understand how it works. The trut...