Kalman Filtering Repository
Understanding the Kalman Filter
Richard J. Meinhold and Nozer D. Singpurwalla, The American Statistician, 1983
Richard J. Meinhold and Nozer D. Singpurwalla, The American Statistician, 1983
Kalman and Extended Kalman Filters: Concept, Derivation and Properties
Maria Isabel Ribeiro, 2004
Maria Isabel Ribeiro, 2004
An Introduction to the Kalman Filter
Greg Welch and Gary Bishop, 2006
Greg Welch and Gary Bishop, 2006
Kalman Quickie
Bruno O. S. Teixeira, IEEE Control Systems, 2010
Bruno O. S. Teixeira, IEEE Control Systems, 2010
Applications of Kalman Filtering in Aerospace 1960 to the Present
Mohinder S. Grewal and Angus P. Andrews, IEEE Control Systems, 2010
Mohinder S. Grewal and Angus P. Andrews, IEEE Control Systems, 2010
Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation
Ramsey Faragher, IEEE Signal Processing Magazine, 2012
Ramsey Faragher, IEEE Signal Processing Magazine, 2012
Nonlinear Bayesian Estimation: From Kalman Filtering to a Broader Horizon
Huazhen Fang, Ning Tian, Yebin Wang, MengChu Zhou and Mulugeta A. Haile, IEEE/CAA Journal of Automatica Sinica, 2018
Huazhen Fang, Ning Tian, Yebin Wang, MengChu Zhou and Mulugeta A. Haile, IEEE/CAA Journal of Automatica Sinica, 2018
A Kalman Filtering Toolbox for Matlab
Simo Särkkä, Jouni Hartikainen and Arno Solin, 2011
Simo Särkkä, Jouni Hartikainen and Arno Solin, 2011
Particle Filtering Repository
A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking
M. Sanjeev Arulampalam, Simon Maskell, Neil Gordon, and Tim Clapp, IEEE Transactions on Signal Processing, 2002
M. Sanjeev Arulampalam, Simon Maskell, Neil Gordon, and Tim Clapp, IEEE Transactions on Signal Processing, 2002
A Tutorial on Particle Filtering and Smoothing: Fifteen Years Later
Arnaud Doucet and Adam M. Johansen, 2008
Arnaud Doucet and Adam M. Johansen, 2008
A Particle Filtering Toolbox for Matlab
Simo Särkkä, Jouni Hartikainen, 2008
Simo Särkkä, Jouni Hartikainen, 2008


Designer: Daksh Shukla (Ph.D. student of KU Aerospace Engineering). Designed for fun in ME 788 Optimal Estimation (Spring 2017). Reuse allowed with source attribution.