Kalman and Bayesian Filters in Python (2015) (nbviewer.jupyter.org)

This admittedly has been posted before[1][2], but I found the form of presentation such a great way of teaching that I wanted to share it again.

[1]: https://news.ycombinator.com/item?id=19672039

[2]: https://news.ycombinator.com/item?id=9170100