A non-mathematical introduction to Kalman filters for programmers

This web content is a manifesto on the use of code as an alternative to mathematics to understand and apply Kalman filters. The author provides an accessible explanation of Kalman filters, describing them as a means of combining multiple imperfect and unreliable sources of information to estimate a more accurate statistic. The content includes code examples and simulations to demonstrate how Kalman filters work. The author emphasizes the importance of intuition and encourages further exploration of the mathematical foundations of Kalman filters. Overall, this content provides a unique and clever approach to understanding a complex mathematical concept using code.


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