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Kalman Filter: Understanding the Mathematical Principles of State Estimation through Examples

You can understand the theoretical operating principles of the Kalman Filter through easy examples.

(4.7) 3 reviews

43 learners

Level Basic

Course period Unlimited

Python
Python
MATLAB
MATLAB
Linear Algebra
Linear Algebra
kalman-filter
kalman-filter
Probability and Statistics
Probability and Statistics
Python
Python
MATLAB
MATLAB
Linear Algebra
Linear Algebra
kalman-filter
kalman-filter
Probability and Statistics
Probability and Statistics

What you will gain after the course

  • Understanding the exact operating principles of the Kalman Filter through simple examples

  • A robust mathematical theoretical approach

The difficult and challenging Kalman filter,
understand it clearly with examples ✨

Learning by Example:
How the Kalman Filter Works 💡

What is a Kalman Filter?

The Kalman filter is an algorithm developed in the 1960s by Rudolf E. Kalman, an American control theory scientist. He developed this filter at NASA to solve flight control problems for rockets and aircraft, and it has since been applied to various fields such as control engineering, robotics, and signal processing. It remains a widely used algorithm today.

Because the Kalman Filter is a mathematically complex algorithm, the barrier to entry for understanding it is quite high. To learn the Kalman Filter, a significant amount of foundational knowledge is required, including linear algebra, probability theory, and statistics. It's not easy! I was the same way. I hit a wall many times while studying. Despite the vast amount of lectures available, I couldn't properly understand the Kalman Filter. Since the Kalman Filter is used in so many different areas, it's impossible to explain every single application. Nor is there a need to.

So, I decided to explain the operating principles of the Kalman Filter using a few simple examples. Once you understand the Kalman Filter, you can apply it to your own field of expertise. Which is better: applying it without knowing the theory, or applying it while understanding the theory and principles? The wise choice is up to you.


Course Features ✨

In this course, to facilitate the most intuitive understanding possible, I will explain the very specific operating principles of the Kalman filter using simple examples. If you make good use of this course, I believe it will significantly reduce the time it takes to understand the Kalman Filter.

You can mathematically understand the operating principles of the Kalman filter.

You will learn from simple examples to those that help you fully understand the Kalman filter.

It presents the probability and statistics theory necessary for the theoretical explanation.


Highly recommended for these people 🙆‍♀️

Those who already have a basic understanding of what a Kalman filter is

Majors in Control Engineering, Robotics, Signal Processing, and Computer Vision

Graduate students who want to master the Kalman Filter.


Learning Content 📚


Anticipated Q&A 💬

Q. Can I really understand the Kalman Filter properly?

To be honest, I want to say that if you want to understand the Kalman Filter truly and deeply, you need to study it consistently without stopping. I created this lecture because I believe I can help you understand the Kalman Filter.

Q. How much prior knowledge of probability and statistics is required?

I tend to just dive right in, so I believe you can take on the challenge if you have even a bit of knowledge. However, you will need to study probability and statistics consistently. Also, since you don't need to know every single area, I have included the necessary amount in the appendix.

Q. What mathematical knowledge is required as a prerequisite?

Knowledge of linear algebra, probability and statistics, and optimization theory is required.


Please check before taking the course 📢

  • 기본적으로 Python으로 이론 내용들을 구현했습니다. 저의 필요에 의해서 MatLab 프로그램도 일부 있습니다. 제가 구현한 프로그램들은 올려드리나, 구현은 각자 수강생 몫임을 말씀드리고 싶습니다.
    • For your information, I programmed it using the easy Matlab first, and then programmed it using PyCharm.
    • The purpose of this lecture focuses on the theoretical explanation of the Kalman Filter. Therefore, please be advised that the implementation is the responsibility of each student.
  • I have uploaded the class materials as PDFs and the program files as text files.

Instructor Introduction ✒️

  • Current) 3D Computer Vision Researcher
  • Current) YouTube channel operator: Janghwan Lim: 3D Computer Vision
  • Current) Facebook: SLAM KR Group (Mathematics Advisory Committee Member)
  • Former) Ph.D. in Science from Kiel University, Germany (Majored in Topology)
  • Former Research Professor at Chung-Ang University Graduate School of Advanced Imaging (3D Computer Vision Research)
  • Author: Optimization Theory

Recommended for
these people

Who is this course right for?

  • Those who want to understand how the Kalman Filter works

  • Those who study robotics, control engineering, and signal processing

  • Those who are studying machine learning and artificial intelligence

Need to know before starting?

  • Basic knowledge of MatLab and Python languages

  • Basic Probability and Statistics, Linear Algebra, Calculus

Hello
This is jhim21

262

Learners

14

Reviews

9

Answers

4.6

Rating

6

Courses

After graduating with my PhD, I had the opportunity to study and teach computer vision for about five years, which led me to

Up until now, I have been focusing my studies on bridging the gap between my mathematics major and engineering theories.

Areas of Expertise (Fields of Study)

Major: Mathematics (Topological Geometry), Minor: Computer Science

Current) 3D Computer Vision (3D Reconstruction), Kalman Filter, Lie-group (SO(3)),

Researcher in Stochastic Differential Equations

Current) YouTube Channel Host: Jang-hwan Lim: 3D Computer Vision

Current) Facebook Spatial AI KR Group (Mathematics Advisory Committee Member)

Education

PhD in Natural Sciences, University of Kiel, Germany (Major in Topological Geometry & Lie-group, Minor in Computer Science)

Bachelor's and Master's (Topology major) in Mathematics, Chung-Ang University

Experience

Former) CTO of Doobivision, a subsidiary of Daesung Group

Former Research Professor at Chung-Ang University Graduate School of Advanced Imaging (3D Computer Vision Research)

Books:

Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524

Link

YouTube: https://www.youtube.com/@3dcomputervision

Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author of: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author of: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author of: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author of: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

er Vision Research) Author of: Optimization Theory: https://product.kyobobook.co.kr/detail/S000200518524 Link YouTube: https://www.youtube.com/@3dcomputervision Blog: https://blog.naver.com/jang_hwan_im

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Curriculum

All

34 lectures ∙ (5hr 10min)

Course Materials:

Lecture resources
Published: 
Last updated: 

Reviews

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3 reviews

4.7

3 reviews

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