Selected Topics 1 (FEL3202 Extended Course (12 credits))
Tid: Måndag 28 oktober 2013 kl 13:15 - 15:00
Plats: B23
Info:
Signal Estimation - Selected Topics
- Some concepts from probability theory
- Geometrical interpretation of estimation
- Properties of the Kalman filter
Reading material
- C.E. De Souza, M.R. Gevers and G.C. Goodwin: Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices, IEEE Transactions on Automatic Control, 31(9), pp. 831-838
- probability_theory_1.pdf
Optional material
-
Lecturer
Håkan Hjalmarsson