A Break from Kalman Filters

At this point, you've implemented a one dimensional Kalman Filter and you probably have some intuitive idea of how a multi-dimensional Kalman Filter might work.

But in order to actually make (or even use) a Kalman Filter in a 2d or 3d world (or "state space" in the language of robotics) we will first need to learn more about what exactly we mean when we use this word "state".

Don't worry though, we will come back to the multidimensional Kalman Filter soon!