As the final course in the Applied Kalman Filtering specialization, you will learn how to develop the particle filter for solving strongly nonlinear state-estimation problems. You will learn about the Monte-Carlo integration and the importance density. You will see how to derive the sequential importance sampling method to estimate the posterior probability density function of a system’s state. You will encounter the degeneracy problem for this method and learn how to solve it via resampling. You will learn how to implement a robust particle-filter in Octave code and will apply it to an indoor-navigation problem.
Particle Filters (and Navigation)
Give your career the gift of Coursera Plus with $160 off, billed annually. Save today.
Particle Filters (and Navigation)
This course is part of Applied Kalman Filtering Specialization
Instructor: Gregory Plett
Included with 
Gain insight into a topic and learn the fundamentals.
Intermediate level
Recommended experience
23 hours to complete
3 weeks at 7 hours a week
Flexible schedule
Learn at your own pace
Skills you'll gain
Details to know
Shareable certificate
Add to your LinkedIn profile
Recently updated!
September 2024
Assessments
28 assignments
Taught in English
See how employees at top companies are mastering in-demand skills
Build your subject-matter expertise
This course is part of the Applied Kalman Filtering Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
- Learn new concepts from industry experts
- Gain a foundational understanding of a subject or tool
- Develop job-relevant skills with hands-on projects
- Earn a shareable career certificate
Earn a career certificate
Add this credential to your LinkedIn profile, resume, or CV
Share it on social media and in your performance review
There are 4 modules in this course
This week, you will learn a computationally intensive method to estimate the state of highly nonlinear systems, where the pdfs do not need to be Gaussian.
What's included
7 videos12 readings5 assignments1 discussion prompt1 ungraded lab
This week, you will learn the tricks we will use to approximate the brute-force solution.
What's included
6 videos6 readings6 assignments4 ungraded labs
This week, you will put all of the tricks from week two together to implement (and then refine) the particle-filter method.
What's included
7 videos7 readings7 assignments4 ungraded labs
This week, you will learn how to apply the particle filter to an indoor navigation problem.
What's included
6 videos6 readings10 assignments1 ungraded lab
Instructor
Offered by
Recommended if you're interested in Electrical Engineering
EIT Digital
Yonsei University
Lund University
New York Institute of Finance
Why people choose Coursera for their career
Felipe M.
Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."
Jennifer J.
Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."
Larry W.
Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."
Chaitanya A.
"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."
Open new doors with Coursera Plus
Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription
Advance your career with an online degree
Earn a degree from world-class universities - 100% online
Join over 3,400 global companies that choose Coursera for Business
Upskill your employees to excel in the digital economy
Frequently asked questions
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
The course may not offer an audit option. You can try a Free Trial instead, or apply for Financial Aid.
The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
If you subscribed, you get a 7-day free trial during which you can cancel at no penalty. After that, we don’t give refunds, but you can cancel your subscription at any time. See our full refund policy.