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

Michel van Biezen5 HN recommenders · 2017–2025
660K views · course · evergreen · Uploaded 2015-09-12

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.

Data science & statisticsPure mathematicsUniversity lectures & courses

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6 comments from Hacker News

@JamesBarney2017 · in “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. [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)

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@SatvikBeri2018 · in “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: [VIDEO] It's 55 short videos, each one going over a specific topic or example.

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@michelpp2021 · in “How a Kalman filter works, in pictures”

Michel van Biezen has an excellent video series on Kalman filters: [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.

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@dpflan2023 · in “Kalman Filter Tutorial: Kalman Filter from the Ground Up”

Here is another tutorial on Kalman Filters, step-by-step video playlist -- [VIDEO] Once you get the intuition, Kalman filters are really interesting. As are particle filters -- those are fun to work with and visualize.

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@cocostation2024 · in “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. [VIDEO]

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@dpflan2025 · in “Kalman Filter Tutorial”

Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic? - [VIDEO]

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