http://biorobotics.ri.cmu.edu/papers/sbp_papers/integrated3/kleeman_kalman_basics.pdf
http://www.cs.unc.edu/~tracker/media/pdf/SIGGRAPH2001_CoursePack_08.pdf
https://uk.mathworks.com/videos/series/understanding-kalman-filters.html
http://www.cs.unc.edu/~welch/kalman/