Estimation and Sensor Information Fusion - 1
Lecture:
Torben Knudsen
literature:
Mohinder S. Grewal and Angus P. Andrews,
John Wiley & Sons.,
Kalman Filtering
2001, Second edition
The book can be bought or ordered in the book store at AAU Fredriks
Bajersvej 7. However, if the book store is unable to deliver the book
before course start I can probably find some you can borrow.
Schedule
| Lesson | Subject | Literature | Lecturer |
| 1 | Description of stochastic processes | 3.1-3.4 | TK |
| 2 | State space models | 3.5-3.8 | TK |
| 3 | Linear estimation | 4.1-4.7 | TK |
| 4 | Linear estimation - applications | 4.10-4.14 | TK |
| 5 | Nonlinear estimation | 5.1-5.8 | TK |
Course material
Course material (pdf)
Lecture notes on Kalman Filtering (in Danish)
(pdf)
Transparencies (pdf) in a "normal" format.
Course evaluation:
See second part of the course
Torben Knudsen <tk@control.aau.dk>
Last modified: Tue Sep 4 15:46:42 CEST 2007