kalman-filter-localization
References
Michael van Biezen's lecture series: https://www.youtube.com/watch?v=CaCcOwJPytQ&list=PLX2gX-ftPVXU3oUFNATxGXY90AULiqnWT (first 5 lectures will get you started)
Kalman Filter & EKF (Cyrill Stachniss, 2020): https://www.youtube.com/watch?v=E-6paM_Iwfc
Jacobian linearisation: https://www.youtube.com/watch?v=KYzQ6e9UqjI