Nonlinear Kalman Filters (and Parameter Estimation) Course
by Coursera
Master extended and sigma-point Kalman filters, implement in Octave, and estimate parameters in nonlinear systems. Advanced course from University of Colorado.
Why this course
- Comprehensive coverage of EKF and UKF with clear derivations
- Hands-on implementation in Octave enhances understanding
- Covers advanced topics like adaptive tuning and parameter estimation
- Excellent follow-up to linear Kalman filter fundamentals
