Nonlinear Kalman Filters (and Parameter Estimation)

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Course Overview

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.

Course FAQs

What are the prerequisites for 'Nonlinear Kalman Filters (and Parameter Estimation)'?

Prerequisites for this continuing education class are set by University of Colorado System. Most professional development online classes benefit from some prior knowledge. Please check the provider's page for specific requirements.

Will I receive a certificate for this CE class?

Yes, upon successful completion, University of Colorado System typically offers a shareable certificate to showcase your new skills and fulfill your continuing education requirements.

How long does this online course take to complete?

Completion times for online continuing education courses vary. The provider's website will have the most accurate estimate of the time commitment needed.