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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Michel van Biezen · course · Watch on YouTube

Data science & statisticsPure mathematicsUniversity lectures & courses

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.

Why Hacker News recommends it

HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.

  • 5 people recommended it
  • 5 different months
  • 1 strong recommendations
  • first 2017, last 2025

What HN commenters said

  1. “It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.”

    Walks from rationale through algebraic example to full matrix solution

    michelpp, 2021-12 · Strong recommendation · in “How a Kalman filter works, in pictures”

  2. “It's a great set of 55 video lectures on Kalman filtering.”

    55-lecture series explaining Kalman filtering

    JamesBarney, 2017-01 · Recommendation · in “How a Kalman filter works, in pictures (2015)”

  3. “I found this sequence of videos really helpful”

    55 short videos giving a detailed Kalman filter deep dive

    SatvikBeri, 2018-03 · Recommendation · in “Quick explanation of how a Kalman filter works”

  4. “Here is another tutorial on Kalman Filters, step-by-step video playlist”

    Step-by-step Kalman filter video playlist

    dpflan, 2023-10 · Recommendation · in “Kalman Filter Tutorial: Kalman Filter from the Ground Up”

  5. “I really like this set of videos for explaining the KF.”

    Clearer Kalman filter explanation than the original post

    cocostation, 2024-02 · Recommendation · in “Kalman Filter Explained Simply”

Excerpts from Hacker News comments, linked to the originals. Summaries and labels were written by a language model from those comments.

Topics: kalman filter, state estimation, linear algebra, control theory, lecture series

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