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 ...

If we are hiring someone such as a carpenter or an auto mechanic, we always look for two things: what kind of tools they have and what they do when things go wrong. For many types of embedded systems, ...

This article is designed to point out the close connection between recursive estimation procedures, such as Kalman filter theory, familiar to control engineers, and linear least squares estimators and ...

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 ...