Course Number
525.745
Next Offered
Spring 2024
Primary Program
Electrical and Computer Engineering
Location
Online
Course Format
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).

Course Offerings

Open

Applied Kalman Filtering

525.745.8VL
01/24/2024 - 05/01/2024
Wed 4:30 p.m. - 7:10 p.m.
Notes: This course uses the Virtual Live format. All students participate online through live web-conferencing at the scheduled day and time. This is a live-online course in which students participate in live weekly lectures and discussions, and are able to interact extensively with the instructors. All classes are recorded for download and review.
Semester
Spring 2024
Course Format
Virtual Live
Location
Online
Cost
$5,090.00
Course Materials