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 ...
Fractional-order Kalman filtering extends traditional state estimation by incorporating fractional calculus, which enables the modelling of memory and hereditary properties in complex systems. This ...
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 ...