Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?
Why Hacker News recommends it
HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.
What it is
The first video in a 55-part series by Michel van Biezen that introduces the Kalman filter and builds from the rationale through algebraic examples to the full matrix treatment. The videos are short, blackboard-style lectures.
Recommended by 5 HN commenters across 5 different months, 2017 to 2025.
What Hacker News said
Strong rec michelpp · 2021-12 · on “How a Kalman filter works, in pictures”
Michel van Biezen has an excellent video series on Kalman filters: [this video] He walks you though all the way from the rationale, to a simple algebraic example, to the full blown Linear Algebraic Matrix solution. It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.
Recommends JamesBarney · 2017-01 · on “How a Kalman filter works, in pictures (2015)”
For anyone who read this blog post and thought "Wow that's interesting, but I don't understand half of this. I need a whole youtube series to explain this to me." Well we're in luck. [this video] . It's a great set of 55 video lectures on Kalman filtering. (I'm only on number 5 but so far they've been great)
Recommends SatvikBeri · 2018-03 · on “Quick explanation of how a Kalman filter works”
Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: [this video] It's 55 short videos, each one going over a specific topic or example.
Recommends dpflan · 2023-10 · on “Kalman Filter Tutorial: Kalman Filter from the Ground Up”
Here is another tutorial on Kalman Filters, step-by-step video playlist -- [this video] Once you get the intuition, Kalman filters are really interesting. As are particle filters -- those are fun to work with and visualize.
Recommends cocostation · 2024-02 · on “Kalman Filter Explained Simply”
I really like this set of videos for explaining the KF. I 'got it' more than I did with the material on the original post. [this video]
Cites dpflan · 2025-01 · on “Kalman Filter Tutorial”
Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic? - [this video]