While Kalman and Bayesian Filters in Python is a superb resource, probably the best out there, my recommendation for anyone new to the field would be to do Sebastian Thrun's free Artificial Intelligence for Robotics course [1] as an intro, then go through Labbe's work afterwards.
Thrun's course is more accessible and even more hands-on than Labbe's content. As a bonus he also covers Particle Filters,PID control, Search and SLAM (which cam out of Thrun's PhD thesis).
