Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...
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 ...