## Fundamentals of Kalman Filtering: A Practical Approach

### Summary

In this intensive 3-day course a pragmatic and non intimidating approach is taken in showing participants how to build both linear and extended Kalman filters by using numerous simplified but non trivial examples. Sometimes mistakes are intentionally introduced in some filter designs in order to show what happens when a Kalman filter is not working properly. Design examples are approached in several different ways in order to show that filtering solutions are not unique and also to illustrate various design tradeoffs. The course is constructed so that participants with varied learning styles will find the courses practical approach to filter design to be both useful and refreshing.

### Instructor

Paul Zarchan has more than 40 years of experience designing, analyzing, and evaluating missile guidance systems. He has worked as Principal Engineer for Raytheon Missile Systems Division, has served as Senior Research Engineer with the Israel Ministry of Defense and was a Principal Member of the Technical Staff for C.S. Draper Laboratory. Mr. Zarchan is currently a Member of the Technical Staff at MIT Lincoln Laboratory and is working on problems related to missile defense. He is the author of Tactical and Strategic Missile Guidance, Fifth Edition and the co-author of Fundamentals of Kalman Filtering: A Practical Approach, Third Edition.

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