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Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
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Notebooks are great because they can save a snapshot of the evaluated blocks too, so for example if you look at the notebook in GitHub, you see a non-interactive version: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/03-Gaussians.ipynb
jupyter is an interactive environment for programming, it organizes stuff into "notebooks", usually used with Python, but supports multiple code evaluation engines (called kernels, for example here's an R one: https://irkernel.github.io/ ).