ECE 5550 - Applied Kalman Filtering

3 Credits (Minimum) 3 Credits (Maximum)

Theory and application of Kalman filters for state estimation, information fusion, multi-target tracking, and data association. Special focus on the discretelinear Kalman filter, the extended Kalman filter, and the unscented Kalman filter. Practical issues related to robust performance are studied. Prer., MATH 381 or ECE 3610, MATH 313 or equivalent.