Survey of modern approaches to estimating the state of linear and nonlinear dynamic systems. Topics include linear systems theory, the Kalman filter, the extended Kalman filter, unscented Kalman filter, and the particle filter. Lectures and assignments will include theory, implementation, and applications of these methods. Designed to give a solid introduction and fundamental understanding of the advantages, limitations, and tradeoffs for each of these methods.

- Teacher: James McNames