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 ...

In configuring my Inertial Measurement Unit (IMU) for post-filtering of the data after the sensor, I see options for both a decimation FIR filter and also a Kalman filter. Which one is best for my ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

The problem of nonlinear filtering is studied asymptotically as the noise tends to zero. Detectability conditions ensuring that the filtering error tends to zero are ...

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 ...

An extrapolation technique aims to address the gap between Hall effect thruster performance in space and in laboratory conditions.

This article presents an aircraft jet engine sensor fault diagnostics and prediction implementation using a bank of Kalman filters and a Fast Fourier Transform Predictive analytics and fault ...