145  1.4.6: Where to from here?

In this lesson, we will summarize what you have learned in this week’s lessons, and we will discuss where to from here.
Published

April 22, 2026

Keywords

Kalman filter, summary, next steps

145.1 Summary of this week

  • Congratulations for completing the Kalman-filter Boot Camp!
  • This week, you learned the steps of the Kalman filter.
  • You learned how to prepare a system model for use by a Kalman filter.
  • You learned how to implement that model in Octave code, and how to implement a Kalman filter in Octave code.
  • You saw some examples that demonstrated the robustness of the Kalman filter to uncertain initial states, and how it outperforms open-loop predictors.
  • You also saw some conditions that can cause a Kalman filter to fail.

145.2 Where to from here?

  • Is it possible to overcome these failure conditions? Yes!
  • But, to do so, you will need to learn how the KF is derived to see where the derivation assumptions are being violated.
  • Then, we will be able to modify the derivation for special cases where we need to implement different assumptions.

145.2.1 Course 2: Linear Kalman Filter Deep Dive

  • You will learn how to derive the KF equations.
  • You will learn how to overcome failure conditions.
  • You will learn additional applications of the KF and how to simplify the KF steps in some cases.
  • You will learn how to implement a target-tracking application with KF.