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The Kalman Filter - Parameter estimation (english)

Résumé de la formation

  • Type de diplôme: Stage court
  • Domaines de compétences: Aéronautique – Espace – Systèmes Embarqués



This training is open to engineers, researchers, technicians and students who wish to become initiated to the Kalman filtering or improve their knowledge on the subject.


Many problems consist in estimating or predicting the state of a dynamical system from noisy experimental data.

The Kalman filtering is a technique commonly used to estimate the state but also the mathematical model parameters representing the phenomenon studied and to quantify the present uncertainties.

Its application areas are quite diversified: signal processing, physics, biology, meteorology, robotics, ...



from the 20th to 22nd feb. 2017

Course Supervisor

Léa Cot
INSA - Institut Clément Ader-Université de Toulouse
Member of the group Dependability & Reliability Midi- Pyrénées
Teaching of applied mathematics and signal processing


  • Get a good knowledge of the linear discrete Kalman filter and extended Kalman filter
  • Knowledge required: background in mathematics corresponding to a bachelor level
  • Pedagogical Approach :lessons using theoretical concepts with examples.


  • Practical work :
    • Course Application
    • MATLAB Programming. sérieux) en HTML5


Contenu de la formation

  • Theoretical courses
    • Filtering introduction
    • Background of probability
    • Gaussian linear systems
    • Kalman-Bucy filter
    • Linearized Kalman filter
    • Extended Kalman filter
  • Practical work
    • Modeling and implementation of the Kalman filter in linear cases.
    • Modeling and implementation of the
    • Extended Kalman filter (nonlinear cases)
  • State, parameter and uncertainty estimation examples


Lieu(x) de la formation

  • Toulouse

Contact(s) administratif(s)

BERNAD Olivier

Conseiller Formations Qualifiantes

Tél : 05 61 55 92 53

Email : obernad @ insa-toulouse.fr

Plus d'infos

Public concernéFormation continue, Formation continue non diplômante, Formation professionnelle

Durée du stage 3 days / 20h

Nous contacter

Toulouse Tech Formation Professionnelle

6 allée Emile Monso - BP 34038
31029 Toulouse Cedex 4
Ouvert du lundi au vendredi

08h30-12h30 / 13h30-16h30

05 34 32 31 08


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