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Course Details

Title	Fundamentals of Kalman Filtering. A Practical Approach
Presenter	Mr Paul Zarchan, MIT Lincoln Laboratory, USA
Dates	11-12 October 2010
Location	Adelaide
Venue	Technology Park Conference Cetnre, Mawson Lakes SA 5095
Reference Number	111010
Fees	AU$ 1320 (includes GST)
How to register	To register for this course visit the Upcoming courses page, then either: click on the "Register by fax / email" button, fill out the registration form, then scan and email it to industryeducation@nicta.com.au or fax it to +61-8-8343-8711; or click on the "Register Online" button and fill in your details.

Course Description

In this intensive 2-day course a pragmatic and non intimidating approach is taken in showing participants how to build both linear and extended Kalman filters by using numerous simplified but non trivial examples. Sometimes mistakes are intentionally introduced in some filter designs in order to show what happens when a Kalman filter is not working properly. Design examples are approached in several different ways in order to show that filtering solutions are not unique and also to illustrate various design tradeoffs. The course is constructed so that participants with varied learning styles will find the courses practical approach to filter design to be both useful and refreshing.

Managers, scientists, mathematicians, engineers and programmers at all levels who work with or need to learn about Kalman filtering. No background in Kalman filtering is assumed. The heuristic arguments and numerous examples will give managers an appreciation for Kalman filtering so that they can interact effectively with specialists. Engineers and programmers will find the detailed course material and many source code listings invaluable for both learning and reference.

Brief Course Outline

• Numerical Techniques: Presentation of required background for working with Kalman filters;
• Method of Least Squares: How to build a batch processing least squares filter;
• Recursive Least Squares Filtering: How to make batch processing least squares filter recursive;
• Polynomial Kalman Filters: How to apply Kalman filtering and Riccati equations with several examples;
• Kalman Filters in a Non Polynomial World: How polynomial Kalman filters perform when they are mismatched to real world;
• Continuous Polynomial Kalman Filter: Examples of how continuous filters can be used to help understand discrete filters;
• Extended Kalman Filtering: How to apply extended filtering and Riccati equations to a practical example; Showing what can go wrong with several different design approaches;
• Drag and Falling Object: Designing two different extended filters for this problem;
• Cannon Launched Projectile Tracking Problem: Developing extended filters in the Cartesian and polar coordinate systems and comparing performance; Comparing extended and linear Kalman filters in terms of performance and robustness;
• Miscellaneous Topics: Detecting filter divergence in the real world and a practical illustration of inertial aiding.

How to Register

To register for this course visit the Upcoming courses page, then either:

• click on the "Register by fax / email" button, fill out the registration form, then scan and email it to industryeducation@nicta.com.au or fax it to +61-8-8343-8711;
• or click on the "Register Online" button and fill in your details.

Cancellation policy

At least four weeks notice is required for cancellation of a place in a short course for full reimbursement. If cancellation is later than 4 weeks then the place can either be given to another person or the registrant can be provided with a credit towards other NICTA training.

For further information please contact:
Anne-Marie Eliseo
Industry Education Manager
phone: +61-8-8343-8710
email: industryeducation@nicta.com.au