EKF3 Algorithm in detail

I am a student who is interested in state estimation, I really want to learn the ekf3 algorithm in detail. I have been working on it. but with no documentation other than line comments, it is hard at least for me. Could you please help me learn the algorithm in order to be able to analyse it and be one of its developers in the future.

See all the youtube videos from Paul:
https://www.youtube.com/results?search_query=paul+riseborough

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