Errata
- 06.03.2013: Mistakes have been found in the covariance updates of the UKF filter in the lecture notes for Lecture-1. See the new slides 29 and 30 of Lecture-1 where there are additions in red color.
- 23.04.2013: Mistakes have been found in the gating parameter calculation of the slides for IMM filter in Lecture-5. See the new slide 37 of Lecture-5 where there are corrections in red color.