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ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 09.01.2019-10.04.2019

This course space end date is set to 10.04.2019 Search Courses: ELEC-E8105

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Schedule

  • Schedule

    Schedule

    The exercises and lectures are on Wednesdays in TU1 in Maarintie 8 (TUAS) for the first 2 weeks, and then in T2 (CS-House) on the rest of the weeks. The exercises are at 14:15-15:00 and the lectures are 15:15-17:00. Note that the first lecture is on January 9th and there is no exercise session on that day.

    • 9.1. Overview of Bayesian modeling of time-varying systems (no exercise session before this lecture) --- in TU1
    • 16.1. From linear regression to Kalman filter and beyond-- in TU1
    • 23.1. Bayesian optimal filtering equations and the Kalman filter-- in T2
    • 30.1. Extended Kalman filter and statistical linearization-- in T2
    • 6.2. Unscented Kalman filter, Gaussian Filter, GHKF and CKF-- in T2
    • 13.2. Particle filtering & information on project work-- in T2
    • 20.2. (no lecture, no exercise session)
    • 27.2. Rao-Blackwellized particle filtering-- in T2
    • 27.2. Individual project work starts (= project topic selection deadline)
    • 6.3. Bayesian optimal smoother, Rauch-Tung-Striebel smoothing-- in T2
    • 13.3. Gaussian and particle smoothers-- in T2
    • 20.3. Bayesian estimation of parameters in state space models-- in T2
    • 27.3. Recap of the course topics-- in T2
    • 10.4. Examination-- in place TBA
    • 12.4. Project work deadline


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    • ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 09.01.2019-10.04.2019
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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
    • Service Links
      • MyCourses
      • - MyCourses instructions for Teachers
      • - MyCourses instructions for Students
      • - Teacher book your online session with a specialist
      • - Digital tools for teaching
      • - Personal data protection instructions for teachers
      • - Workspace for thesis supervision
      • Sisu
      • Student guide
      • 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
      • Guidance and support for students
      • Starting Point of Wellbeing
      • About AllWell? study well-being questionnaire
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