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Kalman Filter 2: EKF (Extended Kalman), UKF (Unscented Kalman), Particle Filter (Particle Filter)

You can understand the theoretical operating principles of the EKF (Extended Kalman), UKF (Unscented Kalman), and Particle Filter through simple examples.

6 learners are taking this course

Level Intermediate

Course period Unlimited

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

What you will gain after the course

  • Perfect theoretical study of EKF (Extended Kalman), UKF (Unscented Kalman), and Particle Filter (Particle Filter)

  • A solid mathematical theoretical approach

This is a lecture on Nonlinear State Estimation.

Using the following three topics with highly mathematical yet as simple as possible examples

We will proceed with the lecture. I hope this will be of some help to those studying Kalman filters.


1. Extended Kalman Filter( : Extended Kalman Filter)

2. Unscented Kalman Filter (Unscented Kalman Filter)

  1. Particle Filter

Recommended for
these people

Who is this course right for?

  • Those who want to understand the operating principles of the Kalman Filter with mathematical precision

  • Those studying robotics, control engineering, or signal processing

  • Those majoring in machine learning, artificial intelligence, or computer vision

Need to know before starting?

  • Probability and statistics theory, matrix theory in linear algebra, and Taylor expansion theory in calculus

  • Basic knowledge of the Python language

  • Lecture 1 on Kalman Filters (The content of this lecture is used in class, so it will be easier to understand if you take it as a prerequisite.)

Hello
This is jhim21

289

Learners

14

Reviews

10

Answers

4.6

Rating

7

Courses

After graduating with a PhD, I had the opportunity to study and teach Computer Vision for about five years,

To this day, 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)),

Stochastic Differential Equation Researcher

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

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

Education

Ph.D. in Science from Kiel University, Germany (Major in Topological Geometry & Lie-group, Minor in Computer Science)

David Hilbert-style mathematician

Reference: Mathematics Genealogy Project

Experience

Former CTO of Doobee Vision, 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

 

 

 

 

 

 

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