SP5004E - Kalman filtering

Objectives

General objective:

Understand and be able to implement a major method of estimation in automatic and signal processing

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 : 16h
• Supervised Practical Work : 12h