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 ...
ELEC_ENG/COMP_ENG 395-0 (Probabilistic Systems) or ELEC_ENG 422-0 (Random Processes in Communication and Control I) recommended. Applications of adaptive filtering to speech processing and noise ...