Advanced Kalman Filtering and Sensor Fusion

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About Course

Unlock the power of Kalman filtering and sensor fusion with this free course! Learn how to apply these concepts to real-world applications, particularly in the field of autonomous vehicles. This comprehensive course, taught by experienced engineer Steve, covers the theory and implementation of Kalman filtering, taking you from basic principles to advanced techniques like the Unscented Kalman Filter.

This course, available for free on Theetay, offers access to high-quality content from platforms like Udemy, Udacity, Coursera, MasterClass, NearPeer, and more. Dive into the world of data fusion and explore the use of Kalman filtering in autonomous vehicles, robotics, and other industries.

Key Topics Covered:

  • Basic Probability and Systems Theory
  • Linear Kalman Filtering
  • Extended Kalman Filtering
  • Unscented Kalman Filtering
  • Advanced Sensor Fusion Techniques
  • C++ Implementation for Self-Driving Car Sensor Fusion

What You’ll Learn:

  • Implement the Linear Kalman Filter for linear estimation problems.
  • Apply the Extended Kalman Filter for non-linear estimation problems.
  • Master the Unscented Kalman Filter for solving non-linear estimation problems.
  • Fuse measurements from multiple sensors at different update rates.
  • Optimize Kalman Filter performance through tuning.
  • Initialize the Kalman Filter effectively for robust operation.
  • Model sensor errors within the Kalman Filter framework.
  • Implement fault detection to eliminate faulty sensor measurements.
  • Develop C++ code for various Kalman Filter variants.
  • Implement the Linear Kalman Filter in C++ for 2D tracking.
  • Implement the Extended and Unscented Kalman Filters in C++ for autonomous vehicle applications.

Prerequisites:

  • Basic Calculus
  • Linear Algebra
  • Basic Probability
  • Basic C++ Programming Knowledge

Who This Course Is For:

  • University students and independent learners
  • Aspiring robotic or self-driving car engineers and enthusiasts
  • Working engineers and scientists
  • Engineering professionals looking to enhance their knowledge of Kalman filtering and sensor fusion
  • Software developers interested in data fusion concepts and implementation
  • Individuals with a theoretical understanding of mathematics seeking practical implementation skills

Course Benefits:

  • Over 8 hours of video lectures with detailed explanations, diagrams, and animations
  • PDF documents containing cheat sheets, important notes, and exercises
  • C++ simulation code for a self-driving car example
  • Access to all source code and support through the Q&A forum

Start your journey into the world of Kalman filtering and sensor fusion today! Enroll in this free course on Theetay and gain the knowledge and skills to excel in cutting-edge technologies.

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What Will You Learn?

  • How to use the Linear Kalman Filter to solve linear optimal estimation problems
  • How to use the Extended Kalman Filter to solve non-linear estimation problems
  • How to use the Unscented Kalman Filter to solve non-linear estimation problems
  • How to fuse in measurements of multiple sensors all running at different update rates
  • How to tune the Kalman Filter for best performance
  • How to correctly initialize the Kalman Filter for robust operation
  • How to model sensor errors inside the Kalman Filter
  • How to use fault detection to remove bad sensor measurements
  • How to implement the above 3 Kalman Filter Variants in C++
  • How to implement the LKF in C++ for a 2d Tracking Problem
  • How to implement the EKF and UKF in C++ for an autonomous self-driving car problem

Course Content

Welcome

  • Welcome to the Course
    04:58
  • A Message from the Professor
  • Course Outline
    01:43
  • Setting Up C++ Development Environment
    02:27
  • Setting Up C++ Simulation
    01:26

Introduction

Background Theory

Linear Kalman Filter

Extended Kalman Filter

Unscented Kalman Filter

Filtering in the Real World

Capstone Project

Conclusion

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