Nonlinear Kalman Filters (and Parameter Estimation)

Taught by Gregory Plett on Coursera

  • Category: Information Technology
  • Level: Intermediate
  • Rating: No reviews yet
  • Price: $59
    Included in the Coursera Plus subscription — $59/month
  • Duration: Four weeks of study, about 5 hours per week
  • Language: English

View the course on Coursera

About this course

A Coursera course taught by Gregory Plett (University of Colorado System). As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic systems. You will learn how to implement these filters in Octave code and compare their results. You will be introduced to adaptive methods to tune Kalman-filter noise-uncertainty covariances online. You will learn how to estimate the parameters of a state-space model using nonlinear Kalman filters.

Coursera listing duration: Four weeks of study, about 5 hours per week. Level treated as Intermediate for catalogue purposes.

Imported to complete this instructor’s Coursera catalogue on CoursesAdvisors.

Pricing: Coursera enrolment, included with Coursera Plus (catalogue price US$59 / month equivalent on our site); regional plan pricing applies. Shareable certificate typically available on completion.

Who this course is for

Learners following this instructor on Coursera.

Self-paced students filling a catalogue gap.

Who it is not for

People seeking a different topic or platform.

Learners who need live 1:1 mentoring only.

What you will learn

  • Core concepts from the Coursera listing.
  • Practice framed by Gregory Plett.
  • Self-paced modules on Coursera.
  • Certificate path via Coursera Plus where offered.

Strengths

  • Direct from the instructor’s Coursera catalogue.
  • Fills a missing-course gap.
  • Coursera Plus pricing applied consistently.

Limitations

  • Editorial is compact pending deeper enrich.
  • UI and tools on Coursera can change.
  • Not a substitute for formal degrees unless stated.

Course FAQ

Who teaches it?

Gregory Plett.

How long is it?

Four weeks of study, about 5 hours per week.

Price?

Coursera Plus (US$59 on our catalogue).

Updated on November 5, 2026 by CoursesAdvisors Editorial Team - How we review courses

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