We introduce the concept of state-space models with will be paramount when formulating and solving the filtering problem.
This video is part of a lecture series on Bayesian sensor fusion and nonlinear filtering. You can find the rest of the videos in this playlist:
https://www.youtube.com/playlist?list=PLTD_k0sZVYFqjFDkJV8GE2EwfxNK59fJY
