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ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 03.01.2018-04.04.2018

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Syllabus

Schedule

  • Schedule

    Schedule

    The exercise and lectures are on Wednesdays in 1023-1024 in TUAS building at Maarintie 8. The exercises are at 14:15-15:00 and the lectures are 15:15-17:00. The lecture/exercise schedule below is preliminary and might change during the course. Note that the first lecture is on January 10th and there is no exercise session on that day.

    • 10.1. Overview of Bayesian modeling of time-varying systems (no exercise session before this lecture)
    • 17.1. From linear regression to Kalman filter and beyond
    • 24.1. Bayesian optimal filtering equations and the Kalman filter
    • 31.1. Extended Kalman filter, and statistic linearization
    • 7.2. Unscented Kalman filter, Gaussian Filter, GHKF and CKF
    • 14.2. (no lecture, no exercise session)
    • 21.2. Particle filtering
    • 28.2. Rao-Blackwellized particle filtering (no exercise session before this lecture)
    • 7.3. Bayesian optimal smoother, Rauch-Tung-Striebel smoothing
    • 14.3. Gaussian and particle smoothers
    • 21.3. Bayesian estimation of parameters in state space models
    • 28.3. Recap of the course topics and project work information
    • 8.3. Individual project work starts
    • 4.4. Examination
    • 8.4. Project deadline


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    • ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 03.01.2018-04.04.2018
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    • Schools
      • School of Arts, Design, and Architecture (ARTS)
      • School of Business (BIZ)
      • School of Chemical Engineering (CHEM)
      • –sGuides for students (CHEM)
      • – Instructions for report writing (CHEM)
      • School of Electrical Engineering (ELEC)
      • School of Engineering (ENG)
      • School of Science (SCI)
      • Language Centre
      • Open University
      • Library
      • Aalto university pedagogical training program
      • UNI (exams)
      • Sandbox
    • CORONAVIRUS INFO
      • Koronavirus - tietoa opiskelijalle
      • Coronavirus - information for students
      • Coronavirus - information för studerande
      • Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
      • Effects of the coronavirus on studies: questions and answers
      • Coronaviruset och studierna: frågor och svar
      • Corona help for teachers
    • Service Links
      • MyCourses
      • - Instructions for Teachers
      • - Teacher book your online session with a specialist
      • - Digital tools for teaching
      • - Personal data protection instructions for teachers
      • - Instructions for Students
      • - Workspace for thesis supervision
      • WebOodi
      • Into portal for students
      • Courses.aalto.fi
      • Library Services
      • - Resourcesguides
      • - Imagoa / Open science and images
      • IT Services
      • Campus maps
      • - Search spaces and see opening hours
      • Restaurants in Otaniemi
      • ASU Aalto Student Union
      • Aalto Marketplace
    • ALLWELL?
      • Study Skills
      • Support for Studying
      • Starting Point of Wellbeing
      • About AllWell? study well-being questionnaire
    •   ‎(en)‎
      •   ‎(en)‎
      •   ‎(fi)‎
      •   ‎(sv)‎
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