Good book for intuition: Kalman and Bayesian Filters in Python

I’ve found this book by Roger R. Labbe Jr to be helpful in getting intuition for Kalman filters and other kinds of state-space models. It is freely available online as Jupyter notebooks and a PDF:

This book has lots of examples and tries to simplify the notation. Kevin Murphy’s book jumps right to results and has exhaustive notation that can be overwhelming; if you want a gentler introduction, especially as a warm-up to reading chapter 8 of Murphy’s Advanced Topics book, I’d recommend this book.


Another great book for intuition is Artificial Intelligence: A Modern Approach. Both 3rd and 4th edition are well-written