In putting together this course pack we decided not to simply include copies of the slides for the course presentation, but to attempt to put together a small booklet of information that could stand by itself. The course slides and other useful information, including a new Java-based Kalman Filter Learning Tool are available at http://www.cs.unc.edu/~tracker/ref/s2001/kalman/ In addition, we maintain a popular web site dedicated to the Kalman fi lter. This site contains links to related work, papers, books, and even some software. http://www.cs.unc.edu/~welch/kalman/ We expect that you (the reader) have a basic mathematical background, suffi cient to understand explanations involving basic linear algebra, statistics, and random signals.

An Introduction To The Kalman Filter.pdf

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