Course Number
525.745
Primary Program
Electrical and Computer Engineering
Mode of Study
Face to Face, Virtual Live

Theory, analysis, and practical design and implementation of Kalman filters are covered, along with example applications to real-world problems. Topics include a review of random processes and linear system theory; Kalman filter derivations; divergence analysis; numerically robust forms; suboptimal filters and error budget analysis; prediction and smoothing; cascaded, decentralized, and federated filters; linearized, extended, second-order, and adaptive filters; and case studies in GPS, inertial navigation, and ballistic missile tracking.

Course Prerequisite(s)

EN.525.614 Probability and Stochastic Processes for Engineers and EN.525.666 Linear System Theory or equivalents; knowledge of MATLAB (or equivalent software package).