State estimation and filtering techniques form the backbone of modern control, signal processing and data fusion methodologies. These techniques are employed to infer the internal states of a dynamic ...
This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...
As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...