Tutorial: An Introduction to Kalman Filters

Saturday, February 22, 2014


Sponsored by the IEEE San Diego Chapters of the

Aerospace Electronic Systems Society and the Communications Society


About the Program:

Kalman filters are the standard when it comes to state estimation.  Developed in the 1960Ős, the Kalman filter is still used in present day control systems and target tracking systems.  While many new algorithms have been attempted to replace the Kalman filter, it still remains the workhorse for the vast number of problems that require an understanding of system dynamics based on the observations from a variety of sensors.  With the grey beards who are the experts of Kalman filtering retiring and the need for Kalman filters still expanding, the need for engineers with a core understanding of the Kalman filter is growing.


In this tutorial, the Kalman filter is developed from basic observer theory and probability.  This is followed by the development of the nonlinear Kalman filter and the extended Kalman filter.  The tutorial concludes with the application of the Kalman filter to neural networks and fuzzy logic.  Along the way, examples of the Kalman filter are presented, and key points of understanding of the behavior of the filter are discussed


This tutorial is suitable for those with an undergraduate senior or first year graduate knowledge in electrical engineering, control theory, signal processing or similar, and a basic understanding of matrices and probability.


About the Presenters:

Dr. Stephen Stubberud received his doctorate from the University of California Santa Barbara in Electrical Engineering.  Since that time he has worked for a number of companies including ORINCON Corporation, the Boeing Company, ANZUS, and the Raytheon Company.  His work has been in target tracking, control theory, and inertial navigation.  He has worked with Kalman filters for over twenty years.  He has developed a neural extended Kalman filter which has been applied to a number of applications.  He has coded and implemented a number of Kalman filters for target tracking and control applications.  He has analyzed Kalman filter performance in a number projects under a variety of different conditions.  He has well over 100 publications the majority of which deal with Kalman filters.  He is a Senior Member of the IEEE and has been an active member of the San Diego Section of the IEEE for over fifteen years.


Dr. Kathleen A. Kramer is a Professor of Electrical Engineering at the University of San Diego. She received her doctorate in electrical engineering from the California Institute of Technology. She has been a Member of Technical Staff at several companies, including ViaSat, Hewlett Packard, and Bell Communications Research. She maintains an active research agenda and has over 90 publications in the areas of multi-sensor data fusion, intelligent systems, and neural and fuzzy systems. She is the Chair of the San Diego Chapter of the IEEE Aerospace Electronics Systems and a senior member of IEEE. 



Date:              Saturday, February 22

Time:                         9 am -2 pm  (including two breaks)

Location:        University of San Diego - Loma Hall

                        5998 Alcala Park

                        San Diego, CA


Fees:  (all revenues support the IEEE San Diego Section)

      $20 for IEEE members

      $50 for non-members


RSVP Required, Space is limited.  

You can web register at:   https://meetings.vtools.ieee.org/meeting_view/list_meeting/22813

For reservations and information contact: scstubberud@ieee.org