If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...

Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...

Usually databases are treated primarily as fairly dumb data storage systems, but they can be capable of much more. Case in point the PostgreSQL database and its – Ada-based – PL/pgSQL programming ...

The problem of nonlinear filtering is studied asymptotically as the noise tends to zero. Detectability conditions ensuring that the filtering error tends to zero are ...