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In this Kalman filter tutorial, we explain how to implement the Kalman filter equations in Python by using an object-oriented apporach. We define a Python class that implements the Kalman filter. This class propagates the states and covariances and uses a recursive least squares approach to compute the state estimates. We also explain how to implement the Kalman filter for tracking objects. We explain how to discretize continuous-time dynamics and how to implement the Kalman filter that reconstructs the position, velocity, and acceleration from the noisy position measurements.