As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic systems. You will learn how to implement these filters in Octave code and compare their results. You will be introduced to adaptive methods to tune Kalman-filter noise-uncertainty covariances online. You will learn how to estimate the parameters of a state-space model using nonlinear Kalman filters.
Nonlinear Kalman Filters (and Parameter Estimation)
This course is part of Applied Kalman Filtering Specialization
Recommended experience
Skills you'll gain
Details to know
Add to your LinkedIn profile
September 2024
27 assignments
See how employees at top companies are mastering in-demand skills
Build your subject-matter expertise
- Learn new concepts from industry experts
- Gain a foundational understanding of a subject or tool
- Develop job-relevant skills with hands-on projects
- Earn a shareable career certificate
Earn a career certificate
Add this credential to your LinkedIn profile, resume, or CV
Share it on social media and in your performance review
There are 4 modules in this course
This week, you will learn how to implement the extended Kalman filter to estimate the state of a nonlinear system.
What's included
8 videos13 readings7 assignments1 discussion prompt1 ungraded lab
This week, you will learn how to implement the sigma-point Kalman filter to estimate the state of a nonlinear system.
What's included
6 videos6 readings6 assignments1 ungraded lab
This week, you will learn how to extend and refine nonlinear Kalman filters for special cases.
What's included
7 videos7 readings7 assignments3 ungraded labs
This week, you will learn how to use nonlinear Kalman filters to estimate model parameter values.
What's included
7 videos7 readings7 assignments3 ungraded labs
Instructor
Offered by
Recommended if you're interested in Electrical Engineering
EIT Digital
University of Colorado System
IE Business School
Why people choose Coursera for their career
Open new doors with Coursera Plus
Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription
Advance your career with an online degree
Earn a degree from world-class universities - 100% online
Join over 3,400 global companies that choose Coursera for Business
Upskill your employees to excel in the digital economy
Frequently asked questions
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
The course may not offer an audit option. You can try a Free Trial instead, or apply for Financial Aid.
The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
If you subscribed, you get a 7-day free trial during which you can cancel at no penalty. After that, we don’t give refunds, but you can cancel your subscription at any time. See our full refund policy.