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Re:How a Kalman filter works, in pictures (2015) by oskansavli on Monday May 21, 2018 @08:20AM (#17117828)
Also check out Sebastian Thrun's videos from the "AI for robotics" Udacity course (2012). He explains with similar examples:

https://www.youtube.com/watch?v=LXJ5jrvDuEk

https://www.youtube.com/watch?v=HTL5-0DDqE4

https://www.youtube.com/watch?v=cUKlYjQEQGY

https://www.youtube.com/watch?v=hUnTg5v4tDU

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