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

Materials

• Materials
  

  Materials

  • Arrangements of Course in Spring 2020 File PDF document
  • Overview of Bayesian Modeling of Time-Varying Systems File PDF document
  • From linear regression to Kalman filter and beyond File PDF document
  • Notes from iPad 15.1.2020 File PDF document
  • Recursive linear regression demo code File Text file
  • Bayesian optimal filtering equations and the Kalman filter File PDF document
  • Notes from iPad 22.1.2020 File PDF document
  • Car tracking Kalman filter demo code File Text file
  • Extended Kalman filter and statistical linearization File PDF document
  • Notes from iPad 29.1.2020 File PDF document
  • Pendulum with EKF Folder
  • Unscented Kalman filter, Gaussian Filter, GHKF and CKF File PDF document
  • Notes from iPad 5.2.2020 File PDF document
  • UKF/GHKF/CKF codes Folder
  • Particle filtering File PDF document
  • AVI videos Folder
  • Notes from iPad 26.2.2020 File PDF document
  • Particle filter codes Folder
  • Rao-Blackwellized particle filtering File PDF document
  • Multiple target tracking toolbox File Archive (ZIP)
  • Notes from iPad 4.3.2020 File PDF document
  • Bayesian optimal smoother, Rauch-Tung-Striebel smoothing File PDF document
  • Car tracking w/ Kalman filter and RTS smoother demo File Text file
  • Notes from iPad 11.3.2020 File PDF document
  • Gaussian and particle smoothers File PDF document
  • Lecture 9 Video - Part 1 Page
  • Quiz 9.1
  • Lecture 9 Video - Part 2 Page
  • Quiz 9.2
  • Lecture 9 Video - Part 3 Page
  • Quiz 9.3
  • Smoother Matlab examples (in the ends of the filter codes) Folder
  • Bayesian estimation of parameters in state space models File PDF document
  • Lecture 10 Video - Part 1 Page
  • Quiz 10.1
  • Lecture 10 Video - Part 2 Page
  • Quiz 10.2
  • Lecture 10 Video - Part 3 Page
  • Quiz 10.3
  • Recap of the course topics File PDF document
  • Zoom Lecture 11 File Video file (MP4)