Introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. Develops the background theoretical topics in state-space models and stochastic systems. Presents the steps of the linear Kalman filter and shows how to implement these steps in Octave code and how to evaluate the filter’s output.
Kalman Filter Boot Camp (and State Estimation)
Kalman Filter Boot Camp (and State Estimation)
This course is part of Applied Kalman Filtering Specialization
Instructor: Gregory Plett
Sponsored by Mojatu Foundation
Gain insight into a topic and learn the fundamentals.
Intermediate level
Recommended experience
22 hours to complete
3 weeks at 7 hours a week
Flexible schedule
Learn at your own pace
Details to know
Shareable certificate
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Assessments
28 assignments
Taught in English
Recently updated!
September 2024
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This course is part of the Applied Kalman Filtering Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 4 modules in this course
This week, you will learn what a Kalman filter is and generally what it does. You will be introduced to the roadmap for the course and the specialization, and will learn some applications that use Kalman filters.
What's included
6 videos11 readings6 assignments1 discussion prompt
Kalman filters estimate the "state" of a system that is described using a "state-space model." This week, you will learn the background concepts in state-space models that are required in order to implement a Kalman filter.
What's included
8 videos9 readings8 assignments2 ungraded labs
Systems whose state we would like to estimate are affected by unknown inputs ("disturbances" or "process noises") and their measurements are affected by sensor noises. These noises are modeled by random variables. This week, you will learn the background concepts in random variables that are required in order to implement a Kalman filter.
What's included
8 videos8 readings8 assignments1 ungraded lab
Even though we have not yet derived the steps of the Kalman filter, it is instructive to gain insight into a Kalman filter's operation by watching it run. This week, you will learn how to implement a Kalman filter in Octave and see cases where it works well and where it fails (next course, you will learn why!).
What's included
6 videos6 readings6 assignments4 ungraded labs
Instructor
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