Day 1 Review of Fundamentals         

• What is a Kalman Filter?
• Review of Fundamentals
• Matrix Theory
• Linear Dynamic Systems
• Probability Theory
• Random Variables
• Random Vectors
• Random Processes
• Error Propagation
• Relationship Between Discrete and Continuous Noise Covariances
• Solutions—Examples

Day 2 Kalman Filtering

• Introduction—Uses and Limitations
• Nonstandard Kalman Filtering
• Discrete Linear Kalman Filter
• Continuous Kalman Filter
• Examples
• Nonlinear Kalman Filter
• Linearized and Extended Kalman Filter
• Sigma Point (Unscented Kalman Filter)
• Examples
• Kalman Filter Engineering
• Square Root Filtering, Cholesky Factors
• Computer Demo and Workshop
• Data Rejection
• Chi-squared Statistic

Day 3  Practical Considerations and Applications:  Kalman Filtering and GPS Theory

• Introduction 
• Divergence and Effective Cures 
• Nonlinearity Considerations
• Suboptimal Filtering
• Prefiltering and Data Rejection 
• Introduction to GPS 
• Segment Description of GPS 
• Codes
• GPS Signal Description
• GPS Data, Time, UTC
• Receiver Clock Modeling

 Day 4 GPS and INS With Examples

• GPS Errors
• Coordinate Transformations
• Measurement Models for GPS
• Fundamentals of Inertial Navigation
• Sensor Performance
• Error Models for Gyros & Accelerometers & Units
• Coriolis Effect, Schular Oscillations, Coning, Sculling
• Continuous and Discrete Plant and Observation Models with Examples
• Application of Kalman Filtering to INS and GPS with Examples
• Feed Forward and Feed Back Configurations
• Tightly and Loosely Coupled
• Deep INS/GNSS Integration (Ultra Tight Configuration)
• Strapdown Navigation Equations for 23 States
• 8 Error State Estimation with 4 Pseudoranges, 4 Delta Pseudoranges with MATLAB^®
• Tightly Coupled Examples, 4 states (4, 8, 11 states on CD)
• Strapdown Navigation Equations for 21 States
• INS Sensor Parameters
• 17 State Plant Model
• Example of Vehicular Navigation
• INS for Submarines and Ships

Day 5 GPS & Advanced Inertial Navigation

From Days 3 and 4:

Behavior of P

Strapdown INS in Navigation Frame, NED

21 State Extended KF Block Diagram

with Position Error Measurements

 Reviews continued

(Affiliations given for reference and do not imply endorsement by participant's company.)

The only KF course I had that focuses on practical use of KF rather than on theory.  Thank you Prof. Grewal! (Participant, French German Research Institute)

(Most useful) Deep understanding of Kalman filters.  The sigmaRho approach should be very useful for fixed point applications. (Participant, Dialog Semiconductor)

Very comprehensive and intensive.  Professor is so experienced and subject matter expert. (Participant, JHU Applied Physics Laboratory)

(Most useful) Kalman filtering information and how to fix problems with it.  How to combine KF and GPS, also how to set up a state transition matrix etc. for a GPS.  Very good pace, probably the best short course I have taken. (Participant, JHU Applied Physics Laboratory)

The instructor is thoroughly grounded in the practical real life application of the Kalman filter... (Participant, National Research Council of Canada)

Excellent. It is a pleasure to learn the material from someone that is not just a mathematician, but a practicing, experienced veteran. The practical insights and intuition were invaluable and made the whole course. (Participant, Sensor Platforms, Inc. )

Great course, great approach to real world problem. This approach is really missing in many Kalman filter courses. …(Participant, NAVCOM Technology )

This was by far the best professional development technical training course I have ever attended. I now understand intuitively how a KF works and what are the various techniques for testing their performance……(Participant, MTSI )

Dr. Grewal presents the material with clarity and insight. (Participant )

Well done! It was definitely worth my time and will aid me in my current work. (Participant, ENSCO, Inc. )

(Most useful) Concepts and tricks to getting Kalman filters to work in the real world. How to build and tune the models, choose states, apply pre-filters or shape filters, determine unknowns, etc. ……(Participant, Pinnacle Technologies )

…Days 2 and 3 were worth the price of admission alone…Dr. Grewal did an excellent job of explaining/clarifying some issues that I was uncertain on……(Participant, McMaster University )

Click for MORE

INCLUDES Detailed Notes PLUS

TWO

BOOKS

Kalman Filtering Theory & Practice Using MATLAB, 4th Edition, by Grewal & Andrews, Wiley & Sons, 2015 with online MATLAB demo files

AND  

Global Navigation Satellite Systems, Inertial Navigation, & Integration, (3rd Edition), by Grewal, Andrews, & Bartone, Wiley & Sons, 2013 with online MATLAB demo files

 "Having the books as a comprehensive resource to the presentation was very good." Participant

Very informative. Lots of key information with supporting books and software for later use. (Participant, Garmin)