Kalman Filter

References

https://towardsdatascience.com/kalman-filter-an-algorithm-for-making-sense-from-the-insights-of-various-sensors-fused-together-ddf67597f35e

Great resource: Lecture notes and videos. http://ais.informatik.uni-freiburg.de/teaching/ws13/mapping/

https://en.wikipedia.org/wiki/Kalman_filter#Example_application

https://alexhagiopol.com/2014/11/06/arduino-quadcopter-2-state-estimation-with-kalman-filtering-of-gps-data/

http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf and the example code at https://scipy-cookbook.readthedocs.io/items/KalmanFiltering.html?highlight=kalman%20filtering

http://www.pyrunner.com/weblog/2018/04/12/kalman-example/