Let's design a Kalman Filter for tracking.
Playlist: https://www.youtube.com/playlist?list=PLvKAPIGzFEr8n7WRx8RptZmC1rXeTzYtA
00:00 Intro and problem definition
01:59 State vector
02:58 Time evolution, constant acceleration model
07:03 Measurement update
08:09 Putting it all together into the KF formulas
