There is no explanation about how Kalman filters work in the article, it is just an advertisement for a book. And the book preview doen't even cover how to apply Kalman filters to conventional state space models.
Thanks for pointing it out, it was not obvious on my phone.
I think that this website needs to improve the experience of mobile users. First, the book index on the landing page didn't contain hyperlinks to the free book chapters and these chapters don't appear on the preview, so users may assume it is a shady marketing tactic (trial, requires retweet, subscription to book platform, ...). Second, towards the end of the page, there could be a one-sentence-description of the next section with an hyperlink. Right now there is only a "next" button that is easy to miss, and it can be confused with generic "next post" buttons used by many blog platforms that users learn to ignore because they tend to be useless.