Truth be told: I never had to implement a Kalman Filter from scratch in any of my graduate school education. I was too busy thinking about language theory and optimal control! However, Kalman Filters are extremely useful in many applications. This repository is my playground fot developing Kalman Filters from scratch in Clojure. I will be following the material from these great sites.
As of now, this code is not production worth; however, I hope for it to be educational to the Clojure community.