PhD Program Summer School 2006
Mini workshop: Introduction to the Kalman filter
| organizer | Vladimir Bondarenko |
| date | September 28, 2006 |
| abstract |
The Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) means to estimate the state of a process, in a way that minimizes the mean of the squared error. The filter is very powerful in several aspects: it supports estimations of past, present, and even future states, and it can do so even when the precise nature of the modeled system is unknown. The Kalman filter has found an application in many research areas such as automated navigation, computer graphics, image processing, speech enhancement, econometry, meteorology, and many others. The purpose of this workshop is to provide a practical introduction to the discrete Kalman filter. The description and derivation of the filter will be discussed. The application of the filter will be demonstrated in several examples. |
Those who are interested in participating to the workshop are advised to look through some introductory materials on the Kalman filter:
- Notes of the SIGGRAPH Course An introduction to the Kalman Filter
- The 1st chapter of the M. S. Grewal book Kalman Filtering: Theory and practice
- Paper Least-squares estimation: from Gauss to Kalman by H.W.Sorenson
- Much more materials at the Kalman filter website