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Event Brief

In this intensive 3-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.

Course Objective
  • Learn how to build both linear and extended Kalman filters
  • How process noise can save many filter designs from failing
  • Why some choices of filter states are better than others
  • Advantages and disadvantages of filtering in different coordinate systems
  • Why linear filters are sometimes better than extended filters for some nonlinear problems
  • How filter banks can help
  • Comparison of newer techniques (IMM vs MMAE and EKF vs Unscented KF)
  • Use source code to explore issues beyond the scope of the course
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    Course Agenda

    For more details on course agenda, please click here

    Who Should Attend

    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 MATLAB source code listings invaluable for both learning and reference. Kalman filtering experts may also benefit from the course because they will be exposed to looking at problems from a different point of view. Attendees will receive a complete set of course notes.

    Training Venue
    To be updated
    Contact Us

    For more information about the event, please contact +65 8363 3065 or email marketing@k2binternational.com

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    What past delegates said about our past training courses?

    The trainer is very knowledgeable and the materials was very well organized and delivered. We have gained a comprehensive understanding in radar system for radar application. Thanks a lot!.”

    Senior Member of Technical Staff, DSO National Laboratories

    Radar Systems Design and Engineering, July 2012


    K2B International has a good selection of trainer. The trainer is knowledgeable and his presentation was clear.”

    Research Engineer, Electronic Systems Division, DSO National Laboratories

    Radar Systems Design and Engineering, July 2012


    The course was well presented and the trainer showed good knowledge of topics.”

    Senior Software Engineer, ST Aerospace

    Radar Signal Processing 2010