Lecture 5, Extended Kalman, Time invariance of Kalman filter, frequency domain expressions
Tid: Måndag 24 september 2012 kl 10:15 - 12:00
Plats: D34
Info:
Reading instructions: Kailath, Sect. 8.1-8.5, App. D.1, App. E.1-E.6
Additional reading Sect. 1.5, 14.1-14.3, + intro to EKF Sect 9.7