Kalman filters are a mature and widely used technology in the field of engineering. However, its implementation is sometimes not trivial and usually not well explained in scientific papers. This paper presents a tutorial on implementing Kalman filters with commonly used blocks, that are sum, product, unit delay and zero order holder. The main objective of this tutorial is to make a clear understanding of the Kalman filter algorithm. A brief review on averaging filter is first presented to support the understanding of the Kalman filters. Later, the Kalman filter algorithm is carefully described, step-by-step, and its block implementation is described. The simulation made by the blocks is then uploaded in a physical digital signal processor, TMS320F28335, through the Matlab/Simulink and simulation and experimental results show the efficacy of this tutorial. Therefore, this tutorial helps engineering designers who need a simple, fast, accurate and an easy-to-use implementation of Kalman filters.