CDS 110b: Sensor Fusion: Difference between revisions
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== References and Further Reading == | == References and Further Reading == | ||
* {{AM06|Output Feedback}}. Section 7.4 covers the discrete time Kalman filter. | * {{AM06|Output Feedback}}. Section 7.4 covers the discrete time Kalman filter. | ||
* [http://en.wikipedia.org/wiki/Kalman_filter Wikipedia entry on the Kalman filter] (very good) | |||
* {{cds110b-wi07 pdfs|gro02_infofilter.pdf|Appendix}} from [http://www.grasp.upenn.edu/~bpg/ Ben Grochalsky's] thesis on information filter. | * {{cds110b-wi07 pdfs|gro02_infofilter.pdf|Appendix}} from [http://www.grasp.upenn.edu/~bpg/ Ben Grochalsky's] thesis on information filter. | ||
* [[NCS:_Kalman_Filtering|CDS 270-2 (Networked Control Systems) page on Kalman Filtering]] - provides additional notes and lecture materials (including some nice references) | * [[NCS:_Kalman_Filtering|CDS 270-2 (Networked Control Systems) page on Kalman Filtering]] - provides additional notes and lecture materials (including some nice references) | ||
== Frequently Asked Questions == | == Frequently Asked Questions == |
Revision as of 21:20, 24 January 2007
See current course homepage to find most recent page available. |
CDS 110b | Schedule | Project | FAQ | Reading |
In this lecture we discuss discrete time random processes and the discrete time Kalman filter. We use the discrete time formulation to consider problems in (multi-rate) sensor fusion and sensor fusion in the presence of information/packet loss.
Course Materials
- Lecture notes on discrete time Kalman filter
- Handwritten notes on sensor fusion
- partial MP3 of Monday lecture, 22 Jan 2007
- HW #4 (due 31 Jan 07)
References and Further Reading
- K. J. Åström and R. M. Murray, Feedback Systems: An Introduction for Scientists and Engineers, Preprint, 2006. Output Feedback.. Section 7.4 covers the discrete time Kalman filter.
- Wikipedia entry on the Kalman filter (very good)
- Appendix from Ben Grochalsky's thesis on information filter.
- CDS 270-2 (Networked Control Systems) page on Kalman Filtering - provides additional notes and lecture materials (including some nice references)