C++ & Arduino Tutorial - Implement a Kalman Filter - For Beginners 

In this video I will be showing you how to use C++ in order to develop a simple, fast Kalman Filter to remove noise from a sensor measurement.
TIMESTAMPS:
Kalman Filter Theory: 00:07
Probability Theory (Review): 03:23
Kalman Filter Equations: 06:09
C++ Tutorial: 08:18
Arduino Tutorial: 13:29
You will also learn how to implement this filter on an Arduino via a C++ function.
You will learn basic C++ techniques (functions, loops) along with the theory of the Kalman Filter method as well.
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VDEngineering
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