[RickHull]

I recently (~6 mo ago) made it a goal to understand and implement a useful Kalman filter, but I realized that they are very tightly coupled to their domain and application. I got about half as far as I wanted, and took a pause. I expect your work here will get me to the finish line, so I am psyched! Thank you!

[alex_be]

Thanks for your feedback! Actually the KF concept is generic, but as mentioned above: "The state transition and measurement equations belong to the system model. They describe the physics of the system and can vary from one application to another."

So it is right to say that the implementation of the KF is tightly coupled to the system. Getting that part right is usually the hardest step.