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.
- 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.
"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.
"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
Pattern Recognition and Machine Vision: Kalman Filter. By Dr. Simon J.D. Prince
Computer Science University College London. Gower Street, London, WC1E 6BT:
"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