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ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 08.01.2020-08.04.2020

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Syllabus

Schedule

  • Schedule

    Schedule

    The exercises and lectures are on Wednesdays in T2 (CS-House). The exercises are at 14:15-15:00 and the lectures are 15:15-17:00. Note that the first lecture is on January 8th and there is no exercise session on that day. Due to the Covid-19 situation, the lectures on 18.3., 25.3., and 1.4. have been replaced with videos and quizzes. 

    The lecture slides, virtual whiteboard notes, and lecture videos are also linked below. If the links don't work for some reason, everything can also be found in Materials section.

    • 8.1.  Arrangements of Course in Spring 2020 and Overview of Bayesian modeling of time-varying systems (no exercise session before this lecture)
    • 15.1. From linear regression to Kalman filter and beyond -- Notes from iPad 15.1.2020
    • 22.1. Bayesian optimal filtering equations and the Kalman filter -- Notes from iPad 22.1.2020
    • 29.1. Extended Kalman filter and statistical linearization -- Notes from iPad 29.1.2020
    • 5.2. Unscented Kalman filter, Gaussian Filter, GHKF and CKF -- Notes from iPad 5.2.2020
    • 12.2. Information on project work
    • 19.2. (no lecture, no exercise session)
    • 26.2. Particle filtering -- Notes from iPad 26.2.2020
    • 26.2. Individual project work starts (= project topic selection deadline)
    • 4.3.  Rao-Blackwellized particle filtering -- Notes from iPad 4.3.2020
    • 11.3. Bayesian optimal smoother, Rauch-Tung-Striebel smoothing  -- Notes from iPad 11.3.2020
    • 18.3. Gaussian and particle smoothers  -- Lecture 9 Video - Part 1 (Quiz 9.1) / Lecture 9 Video - Part 2 (Quiz 9.2) / Lecture 9 Video - Part 3 (Quiz 9.3)
    • 25.3. Bayesian estimation of parameters in state space models -- Lecture 10 Video - Part 1 (Quiz 10.1) / Lecture 10 Video - Part 2 (Quiz 10.2) / Lecture 10 Video - Part 3 (Quiz 10.3)
    • 1.4.  Recap of the course topics
    • 8.4.  Examination -- this is organized as an online exam in mycourses
    • 12.4. Project work deadline


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    • ELEC-E8105 - Non-linear Filtering and Parameter Estimation P, 08.01.2020-08.04.2020
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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
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