Overview of Kalman Filtering and Navigation Applications

Course Materials

A week-long course entitled "Kalman Filtering and Navigation Applications" was given by Mr. Carroll the week of 23-27 Feb 2004 in Warner Robins, GA.

The course slides in PDF format are available here for download.

This course was not an advanced course in the sense that the details of mean square calculus were not presented. The mathematical and physical difficulties of dealing with white noise as traditionally defined were avoided by restricting our consideration mostly to the discrete formulation and also by assuming band-limited white noise.

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