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 ...

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 ...

As a follow-on course to "Kalman Filter Boot Camp", this course derives the steps of the linear Kalman filter to give understanding regarding how to adjust the method to applications that violate the ...

The time series analysis subroutines are an adaptation of parts of the TIMSAC (TIMe Series Analysis and Control) package developed by the Institute of Statistical Mathematics (ISM) in Japan.

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 ...