Topic outline

  • 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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Materials