Michel van Biezen
5 HN recommenders · recommended in 6 months, 2017–2025
5:56 · 661K views · Sep 12, 2015
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.
HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.
6 comments from Hacker News
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.
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)
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.
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.
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