[johneth]

Kalman filters are very useful. There are several variants that can be implemented, depending on the available data and what you want to achieve. I found a great place to get your head around them was Roger Labbe's tutorials:

http://nbviewer.jupyter.org/github/rlabbe/Kalman-and-Bayesia...

[arjun27]

My favourite resource on Kalman is Tucker McClure's work: http://www.anuncommonlab.com/articles/how-kalman-filters-wor...

[tapan_pandita]

Thanks for sharing this! Looks super useful.