Lecture 6, Kalman filter - Smoothing, Non-linear filtering, Propagating distributions, Representing distributions,
Tid: Måndag 1 oktober 2012 kl 13:00 - 15:00
Plats: L22
Aktivitet: Föreläsning
Studentgrupper: TIKTM1, TIKTM2, TSCRM1, TTLSM1, TTLSM2
Info:
Reading instructions: Kailath, Sect. 16.1-16.5
Material on non-linear filtering:
- Arulampalam, S., Maskell, S., Gordon, N. and Clapp, T. (2002) A tutorial on particle lters for on-line nonlinear/non-Gaussian Bayesian tracking. IEEE Transactions on Signal Processing, 50(2):174-188.
- F. Gustafsson, “Particle filter theory and practice with positioning applications,” IEEE Transactions on Aerospace and Electronics Systems Magazine Part II: Tutorials, vol. 25, no. 7, pp. 53–82, 2010.
Copies of slides slightly extended after todays lecture!
Homework 6, due Monday 8/10 (minor typos fixed Oct. 3) Note: Last homework in the course!