Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation - PowerPoint PPT Presentation

Jan 10, 2023 •30 likes •200 views

Detection and Estimation Theory Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation Book) Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) Summary Summary:

Detection and Estimation Theory Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation Book) Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)
Summary
Summary: something you’ll see often
Linear MMSE (LMMSE)
LMMSE: Definition
LMMSE
LMMSE
Background & Formulation
Background
Estimation Problem
Scalar State/Observation Kalman
Kalman Filtering: Scalar State/Observation
Kalman Filtering: Scalar State/Observation -- Observations
Kalman Filtering: Vector State / Scalar Observation
Kalman Filtering: Vector State / Vector Observation
Kalman Filtering: Properties
Kalman Filtering: Examples • Ball Tracker and Predictor for Juggling! https://www.youtube.com/watch?v=O4fVQKigutk • Pedestrian tracking: https://www.youtube.com/watch?v=-ahC2mn-RrQ • Sensor fusion for quadcopters: https://www.youtube.com/watch?v=nNWWLJZRxAU

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