I&#x27;d like to add Roger Labbe&#x27;s free book &quot;Kalman and Bayesian Filters in Python&quot; to the mix. Along with Thrun (which he cited to point me at), this is the resource that finally drove it home for me.<p><a href="https:&#x2F;&#x2F;github.com&#x2F;rlabbe&#x2F;Kalman-and-Bayesian-Filters-in-Python" rel="nofollow">https:&#x2F;&#x2F;github.com&#x2F;rlabbe&#x2F;Kalman-and-Bayesian-Filters-in-Pyt...</a><p>For people wondering about application, one of the popular recent uses is for sensor fusion in virtual reality.