University of Colorado System
Kalman Filter Boot Camp (and State Estimation)
University of Colorado System

Kalman Filter Boot Camp (and State Estimation)

Gregory Plett

Instructor: Gregory Plett

Included with Coursera Plus

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
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

Add to your LinkedIn profile

Recently updated!

September 2024

Assessments

28 assignments

Taught in English

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Build your subject-matter expertise

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

Gregory Plett
University of Colorado System
9 Courses71,559 learners

Offered by

Recommended if you're interested in Electrical Engineering

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