Add Kalman and Bayesian Filters in Python.

free-programming-books.md

@@ -375,6 +375,7 @@ Original Source: [Free Programming books](http://stackoverflow.com/revisions/392
 * [Introduction to Probability](http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html) - Charles M. Grinstead and J. Laurie Snell
 * [Introduction to Probability and Statistics Spring 2014](http://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/)
 * [Introduction to Statistical Thought](http://www.math.umass.edu/~lavine/Book/book.html) - Michael Lavine
+* [Kalman and Bayesian Filters in Python](https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python)
 * [Linear Algebra](https://www.math.ucdavis.edu/~linear/linear-guest.pdf)
 * [Linear Algebra: An Introduction to Mathematical Discourse](http://en.wikibooks.org/wiki/Linear_Algebra) - Jim Hefferon
 * [Linear Algebra, Theory And Applications](http://www.math.byu.edu/klkuttle/linearalgebra.pdf) - Kenneth Kuttler