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

Kalman Filter Boot Camp (and State Estimation)

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.

Status: Linear Algebra
Status: Numerical Analysis
IntermediateCourse22 hours

Featured reviews

DY

5.0Reviewed Oct 17, 2025

Very clear explanation of mathematical concepts required for understanding of linear Kalman filters. Thanks!

MB

5.0Reviewed Mar 10, 2026

Great overview of the basic math elements to understand what the KF does. I would add some programming assignment besides the quizzes to enforce deeper understanding of the concepts.

RP

5.0Reviewed Mar 29, 2025

Outstanding introduction to Kalman Filtering. A very well designed course. Thanks to Professor Platt.

All reviews

Showing: 6 of 6

Natthaphon Choomphon-anomakhun
5.0
Reviewed Nov 26, 2024
Raktim Pal
5.0
Reviewed Mar 30, 2025
Hung Tran
5.0
Reviewed Mar 31, 2025
Dmitry Yurov
5.0
Reviewed Oct 18, 2025
Jose Zambrano Perafan
5.0
Reviewed Feb 23, 2026
Marcelo Bacher
5.0
Reviewed Mar 11, 2026