At a high level, Kalman filters are a type of optimal state estimator.Matlab, An Introduction with Application, 3rd edition, by Amos Gilat, Wiley 2008.Explore data and build predictive models.

Since January 2016, it is available to all uccs students and faculty, via a campus-wide license, for installation on personal and office computers.Introduction to Statistical Methods with matlab Get started quickly with basic descriptive statistics and data fitting.

You will explore situations where Kalman filters are commonly used.Finally, an example demonstrates how the states of a linear system can be estimated using Kalman filters, matlab, and Simulink.