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

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

1 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

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

  • A robust mathematical theoretical approach

This is a lecture on Nonlinear State Estimation.

On the following three topics, using examples that are highly mathematical yet as easy as possible

I will be conducting 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

  1. Particle Filter

Recommended for
these people

Who is this course right for?

  • For those who want to understand the mathematical principles of the Kalman Filter with precision.

  • Those who are studying robotics, control engineering, and signal processing

  • Those majoring in machine learning, artificial intelligence, and 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

  • Kalman Filter Lecture 1 (The contents of this lecture are used in class, so it will be easier to understand if you listen to it as a prerequisite)

Hello
This is jhim21

282

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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