Link to External Site
Introductory text for Kalman and Bayesian filters. All code is written in Python, and the book itself is written using Juptyer Notebook so that you can run and modify the code in your browser. What better way to learn?
The book is written as a collection of Jupyter Notebooks, an interactive, browser based system that allows you to combine text, Python, and math into your browser. There are multiple ways to read these online: Binder, nbviewer, GitHub, PDF Version, downloading and running the book.