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American Institute of Aeronautics and Astronautics

    Course Overview

    Fundamentals of Kalman Filtering: A Practical Approach


    In this intensive short course a pragmatic and non intimidating approach is taken in showing participants how to build both linear and extended Kalman filters by using numerous simplified but non trivial examples. Sometimes mistakes are intentionally introduced in some filter designs in order to show what happens when a Kalman filter is not working properly. Design examples are approached in several different ways in order to show that filtering solutions are not unique and also to illustrate various design tradeoffs. The course is constructed so that participants with varied learning styles will find the courses practical approach to filter design to be both useful and refreshing.

    Key Topics:

    • Learn how to build both linear and extended Kalman filters
    • How process noise can save many filter designs from failing
    • Why some choices of filter states are better than others
    • Advantages and disadvantages of filtering in different coordinate systems
    • Why linear filters are sometimes better than extended filters for some nonlinear problems
    • Use MATLAB source code to explore issues beyond the scope of the course

    Who Should Attend:

    Managers, scientists, mathematicians, engineers and programmers at all levels who work with or need to learn about Kalman filtering. No background in Kalman filtering is assumed. Engineers and programmers will find the detailed course material and many MATLAB source code listings invaluable for both learning and reference.

    Course Information:

    Type of Course: Instructor-Led Short Course
    Course Level: Fundamentals

    Course scheduling available in the following formats:

    • On-site Course
    • Stand-alone/Public Course

    Course Length: 2 or 3 days
    AIAA CEU's available: yes