Skip to Page Content


Lecture notes and recordings for ECE5550: Applied Kalman Filtering

To play any of the lecture recording files (below), QuickTime is required. This software may be downloaded (free) from Each of the recordings is on the order of 20 to 30 minutes long, and between about 40 and 50 Mb in size.

If you are not registered at UCCS to take this course for credit, and if you wish to do so, please contact Dr. Gregory Plett using the information provided in the Section 0 notes.

This course can be taken at the graduate level as part of the Masters of Science in Electrical Engineering option in Battery Controls. See the IDEATE web site for more details.
  1. Course introduction and syllabus. [PDF]
  2. Introduction to Kalman filters. [PDF]
  3. State-space dynamic systems. [PDF]
  4. Dynamic systems with noisy inputs. [PDF]
  5. The linear Kalman filter. [PDF]
  6. Kalman filter generalizations. [PDF]
  7. Nonlinear Kalman filters. [PDF]
  8. Particle filters. [PDF]
  9. Multi-target, multi-model tracking. [PDF]
  10. Simultaneous state and parameter estimation using Kalman filters. [PDF]
  11. Kalman filter applications. [PDF]
  12. Linear algebra (matrix) review. [PDF]