Materials
Course book
The course book can be found in the following link and is also available, e.g., in Amazon:
http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf
Additional materials (examples from the book, etc.) can be found on the book's homepage (tab "Resources"):
http://www.cambridge.org/fi/academic/subjects/statistics-probability/applied-probability-and-stochastic-networks/bayesian-filtering-and-smoothing
Lecture slides
After each lecture, the lecture slides will be added below in PDF form.
- FileLecture 0: Course Arrangements FilePDF document
- FileiPad notes from lecture 16.1. FilePDF document
- FileiPad notes from lecture 23.1. FilePDF document
- FileCar tracking Matlab example FileText file
- FileiPad Notes from Lecture 30.1. FilePDF document
- FilePendulum EKF code FileText file
- FilePendulum simulation code FileText file
- FileiPad Notes from Lecture 6.2. FilePDF document
- FilePendulum UKF code FileText file
- FilePendulum CKF code FileText file
- FilePendulum GHKF code FileText file
- FileLecture 6: Particle Filtering FilePDF document
- FileiPad notes from lecture 13.2. FilePDF document
- FileParticle filter example FileText file
- FileGaussian random number routine FileText file
- FileStratified resampling FileText file
- FileiPad Notes from lecture 27.2. FilePDF document
- FileiPad Notes from lecture 6.3.2019 FilePDF document
- FileLecture 9: Gaussian and Particle Smoothers FilePDF document
- File iPad Notes from lecture 13.3.2019 FilePDF document
- FileiPad Notes from lecture 20.3.2019 FilePDF document
- FileParameter estimation example FileText file