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 ...

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 ...

This section describes a collection of Kalman filtering and smoothing subroutines for time series analysis; immediately following are three examples using Kalman filtering subroutines. The state space ...

Coherent optical communication systems harness the properties of laser light to transmit high-speed data over long distances with exceptional spectral efficiency. These systems detect both the ...

A spacecraft attitude kinematics model, attitude measurement model, and filter algorithm are three important parts in spacecraft attitude determination, and a high-precision filtering algorithm is the ...