Lectures related to Kalman filter

Covers structural modeling, state space models, and the Kalman filter in time series analysis.

Structural Modelling and the Kalman Filter: Time Series

Explores structural modelling in time series and introduces the Kalman filter for prediction and estimation.

Kalman Filtering: State Estimation and Prediction

Explores the Kalman filter for state estimation and prediction in a linear Gaussian setting, emphasizing the optimality of the predictor and filter.

Kalman Filtering: Applications in Control and Communication Systems

Explores the applications of Kalman Filtering in control and communication systems, focusing on state estimation and channel estimation.

Kalman Filters: Estimation and Localization

Covers the theory and application of Kalman Filters for estimation and localization in robotics.

ARCH and GARCH Models

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

Time-Varying Kalman Filter: Properties and Applications

Explores the time-varying Kalman filter, state estimation, challenges in conditioning on measured outputs, and the importance of affine transformations.

Odometry and Sensor Fusion

Explores error sources in odometry, sensor fusion, feature-based localization, and the Kalman Filter algorithm.

Multivariable Control: State Estimation and Kalman Filtering

Explores state estimation and Kalman filtering for multivariable control systems, with applications in communication channels and vehicle navigation.

Kalman Filter: State Space Models

Introduces the Kalman Filter for estimating the state of a dynamic system from noisy measurements, covering prediction, updating, and filtering steps.

Kalman Filter: Minimal Variance Estimator

Explores the Kalman filter as a minimal variance estimator and its application in estimating position and velocity.

Kalman Filter: Linearized vs Extended

Explores the linearized and extended Kalman Filters, illustrating their application in nonlinear systems and the estimation of unknown parameters.

Linear Quadratic Gaussian Control: Kalman Filtering and LQG Control

Covers innovation-based tests for Kalman filtering, LQG control, and the linearized Kalman filter.

Distributed Intelligent Systems: Kalman Filters and Flocking

Explores Kalman filters, flocking behaviors, and decentralized control in distributed intelligent systems.

Extended Kalman Predictor: Linearized KF

Explores the Extended Kalman Predictor algorithm and the linearized Kalman Filter for multivariable control systems, discussing the challenges and applications.

Image Filtering: Basics and Techniques

Explores image filtering techniques, including linear and nonlinear filters, for artifact removal and feature enhancement.

Kalman Filter: Channel Estimation and Control

Explores Kalman Filter for estimating channel coefficients in communication systems and its performance in noisy environments.

Basics of Mobile Robotics: Uncertainties

Explores the fundamentals of mobile robotics, emphasizing uncertainties in localization, sensor fusion, and the Extended Kalman Filter.

Multivariable Control: Linear Quadratic Gaussian Control

Explores linear quadratic Gaussian control and the challenges of modeling errors in control systems.

Linear Estimation and Prediction

Explores linear estimation, Wiener filters, and optimal prediction in signal processing.