We present a systematic study of kinematic formulas in convex geometry. We first give a classical presentation of kinematic formulas for integration with respect to the rotation group $SO(n)$, where Steiner's Formula, the intrinsic volumes and Hadwiger's Characterization Theorem play a crucial role. Then we will show a new extension to integration along the general linear group $GL(n)$. Using the bijection of matrix polar decomposition and a Gaussian measure to integrate along positive definite matrices, a new formula is obtained, for which the classical $SO(n)$ formula is a particular case. We also reference the unitary group $U(n)$ case and its corresponding extension to the symplectic group $Sp(2n,\mathbb{R})$.