Kalman filters

https://www.r-bloggers.com/kalman-filter-as-a-form-of-bayesian-updating/

https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/

https://praveshkoirala.com/2023/06/13/a-non-mathematical-introduction-to-kalman-filters-for-programmers/