In working with autopilot systems like OpenPilot and Pixhawk I have frequently come across references to something called an Extended Kalman Filter (EKF). Googling this term led me to several different web pages and reference papers, most of which I found too difficult to follow. So I decided to create my own tutorial for teaching and learning about the EKF from first principles. This tutorial assumes only high-school-level math and introduces concepts from more advanced areas like linear algebra as needed, rather than assuming you already know them.
The tutorial is currently about 2/3 complete. I still need to introduce linear algebra concepts for sensor fusion, and then nonlinearity for the EKF. But in the open-source spirit of "release early, release often", I'm posting this now, in the hope that people will try it out and provide comments.