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 ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

As a follow-on course to "Kalman Filter Boot Camp", this course derives the steps of the linear Kalman filter to give understanding regarding how to adjust the method to applications that violate the ...

The use of Kalman filter methods for high-performance order tracking of noise and vibration signals was introduced in 1993. Based on experience with that original formulation, further work has ...