Schedule
Tentative Schedule
6.9. Lecture 1: Course Overview and Introduction to Sensor Fusion
9.9. Exercise 1: Sensor Models
13.9. Recap of matrix computations and Python
16.9. Matrix computations exercises in Python
20.9. Lecture 2: Sensors, Models, and Least Squares Criterion (iPad Notes 2)
23.9. Exercise 2: Gaussian Distribution and Cost Functions
27.9. Lecture 3: Static Linear Models and Linear Least Squares (iPad Notes 3)
30.9. Exercise 3: Linear Models and Least Squares
4.10. Lecture 4: Static Nonlinear Models, Gradient Descent, and Gauss-Newton (iPad Notes 4)
7.10. Exercise 4: Nonlinear Optimization
11.10. Lecture 5: Gauss-Newton with Line Search and Levenberg-Marquardt Algorithm (iPad Notes 5)
14.10. Exercise 5: Nonlinear Optimization II
Monday 17.10. at 9-12 First exam -- covers Lectures 1-5
25.10. Project work information session
28.10. No class
1.11. Lecture 6: Linear Continuous-Time Dynamic Models (iPad Notes 6)
4.11. Exercise 6: Dynamic Models I
8.11. Lecture 7: Nonlinear Continuous-Time Models and Discrete-Time Dynamic Models (iPad Notes 7)
11.11. Exercise 7: Dynamic Models II
15.11. Lecture 8: Discretization of Continuous-Time Dynamic Models (iPad Notes 8)
18.11. Exercise 8: Dynamic Models III
20.11. Project work part I DL
22.11. Lecture 9: Filtering Problem and Kalman Filtering (iPad Notes 9)
25.11. Exercise 9: Kalman filtering
29.11. Lecture 10: Extended and Unscented Kalman Filtering
2.12. Exercise 10: Nonlinear Kalman filtering
18.12. Project work part II DL
Friday 9.12. at 13-16 Second exam -- covers Lectures 6-10
Self-study material (if you want to do an extra homework): Lecture 11: Boostrap particle filtering
- FileMatrix computations exercises in Python Fileapplication/x-ipynb+json
- FileiPad Notes 2 FilePDF document
- FileiPad Notes 3 FilePDF document
- FileiPad Notes 4 FilePDF document
- FileiPad Notes 5 FilePDF document
- FileProject work information session FilePDF document
- FileiPad Notes 6 FilePDF document
- FileiPad Notes 7 FilePDF document
- FileiPad Notes 8 FilePDF document
- FileiPad Notes 9 FilePDF document
- FileiPad Notes 10 FilePDF document
- FileLecture 11: Boostrap particle filtering FilePDF document