Kalman Filter: Theory and Applications

    Lecture for the Summer School 2006 on "ADVANCED TECHNOLOGIES FOR NEURO-MOTOR ASSESSMENT AND REHABILITATION". Promoted by: Dept. of Electronics Computer Science & Systems (DEIS) University of Bologna - Italy.
 

 

Course Programme

• Aim of the lecture: to provide the students the theoretical bases of Kalman filtering. “What is a Kalman filter? What do I need to build a Kalman filter? Which numerical tools do I need for its implementation?”
• List of possible topics: Refreshment of basic control theory concepts. KF theory and applications. KF in control theory. KF for sensor fusion. KF design with Matlab.
• Major interactions: Introductory to "3-D inertial and magnetic sensing of human motion - theoretical and methodological issues" and "Software design for sensor-based mobile platforms" lectures.
• Keywords: Kalman filtering, Model and Signal Estimation, Robotics, Tracking.

 
 
 

Download

• "English Lesson Slides": (2 PDF files in zipped format). (2 PDF files in zipped format, 2 slides per page). (2 PDF files in zipped format, 4 slides per page).
• Introduction paper: "Kalman Filtering: Whence, What and Whither?" by B. D. O. Anderson and J. B. Moore. (PDF file).
• The book by BRIAN D. O. ANDERSON and JOHN B. MOORE, "Optimal Filtering". INFORMATION AND SYSTEM SCIENCES SERIES. Thomas Kailath Editor. (PDF file).
• R. E. KALMAN, Research Institute for Advanced Study, Baltimore, Md. "A New Approach to Linear Filtering and Prediction Problems" (1960). Transactions of the ASME Journal of Basic Engineering, 82 (Series D): 35-45. (PDF file).
• "An Introduction to the Kalman Filter", by Greg Welch and Gary Bishop. Department of Computer Science University of North Carolina at Chapel Hill Chapel Hill, NC 27599-3175. April 5, 2004 (PDF file).
• Pattern Recognition and Machine Vision: Kalman Filter. By Dr. Simon J.D. Prince Computer Science University College London. Gower Street, London, WC1E 6BT: (PDF file).
• "Least-Squares Estimation: From Gauss to Kalman". By H.W. Sorenson. University of California. San Diego. IEEE Spectrum, vol. 7, pp. 63-68. July, 1970. (PDF file).
• Kalman filter Main Home Page: . Some tutorials, references, and research on the Kalman filter. The site is maintained by Greg Welch and Gary Bishop, faculty members of the Department of Computer Science at the University of North Carolina at Chapel Hill.

 
 
 
 

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