In putting together this course pack we decided not to simply include copies of the slides

for the course presentation, but to attempt to put together a small booklet of information

that could stand by itself. The course slides and other useful information, including a new

Java-based Kalman Filter Learning Tool are available at



http://www.cs.unc.edu/~tracker/ref/s2001/kalman/



In addition, we maintain a popular web site dedicated to the Kalman fi lter. This site

contains links to related work, papers, books, and even some software.



http://www.cs.unc.edu/~welch/kalman/



We expect that you (the reader) have a basic mathematical background, suffi cient to

understand explanations involving basic linear algebra, statistics, and random signals.

-In putting together this course pack we decided not to simply include copies of the slides

for the course presentation, but to attempt to put together a small booklet of information

that could stand by itself. The course slides and other useful information, including a new

Java-based Kalman Filter Learning Tool are available at



　　　　　http://www.cs.unc.edu/~tracker/ref/s2001/kalman/



In addition, we maintain a popular web site dedicated to the Kalman fi lter. This site

contains links to related work, papers, books, and even some software.



　　　　　　　　　 http://www.cs.unc.edu/~welch/kalman/



We expect that you (the reader) have a basic mathematical background, suffi cient to

understand explanations involving basic linear algebra, statistics, and random signals.