TK8102 - Nonlinear State Estimation


Lessons are not given in the academic year 2024/2025

Course content

The course is given spring in even-numbered years. The course presents state estimation techniques for nonlinear dynamic systems with an additional focus on Multiple Target Tracking (MTT) and Simultaneous Localization And Mapping (SLAM) methods, the underlying theoretic foundations and implementation skills. The course is given in English.

Learning outcome

KNOWLEDGE: * A thorough knowledge of theory and methods for state estimation of deterministic and stochastic nonlinear dynamical systems * Relevant definitions and properties of observability * State estimation techniques: Filtering and smoothing * Kalman-based techniques for stochastic systems* Nonlinear observers * Graphical models, Factor-graph based SLAM techniques * Parameter estimation * Data association * Applications in sensor fusion SKILLS: * Proficiency in analyzing the observability properties of nonlinear dynamical systems * Proficiency in independently assessing the advantages and disadvantages of different estimation methods, and make a qualified choice of method for a given system * Proficiency in independently applying the different methods for estimator design * Proficiency in designing SLAM systems. GENERAL COMPETENCE: * Skills in applying this knowledge and proficiency in new areas and complete advanced tasks and projects * Skills in communicating extensive independent work, and master the technical terms of nonlinear state estimation * Ability to contribute to innovative thinking and innovation processes

Learning methods and activities

Study groups and optional problem sets. Project with report.

Required previous knowledge

TTK4115 Linear Systems Theory or a similar course that covers Kalman filter, stochastic system theory and estimation.

Course materials

A collection of papers, which will be given at the beginning of the semester.

More on the course



Version: 1
Credits:  7.5 SP
Study level: Doctoral degree level



Language of instruction: English

Location: Trondheim

Subject area(s)
  • Engineering Cybernetics
Contact information

Department with academic responsibility
Department of Engineering Cybernetics


  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

More on examinations at NTNU