SP5004E - Kalman filtering

Objectives

General objective:

The aim of this lecture is to bring to students who already have basics knowledge in stochastic processes a general view on Kalman Filtering principle and performance.

Detailed objectives:

At the end of the course, the student will be able to:
-Follow a recall on the LSE and MMSE estimation techniques
-Create a discrete linear Kalman filter
-Create a discrete extended Kalman filter
-Apply their knowledge to a GNSS navigation problem

Hours

• Lecture : 8h
• Supervised Practical Work : 6h