[SudarshanP]

The udacity class does an awesome job of teaching kalman filters, particle filters etc.

http://www.udacity.com/view#Course/cs373/CourseRev/apr2012/U...

In the course you go step by step implementing these things in python. The course far exceeded my expectaion from an online course.

[makmanalp]

This is fricking genius! Thanks for the link!