CDS 110b: Sensor Fusion: Difference between revisions

From Murray Wiki
Jump to navigationJump to search
No edit summary
 
(19 intermediate revisions by the same user not shown)
Line 1: Line 1:
{{cds110b-wi07}}
{{cds110b-wi08 lecture|prev=Kalman Filters|next=Robust Performance}}
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.
In this set of lectures 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.  We also introduce the information filter, which provides a particularly simple method for sensor fusion.


== Course Materials ==
{| border=1 width=100%
* {{cds110b-wi07 pdfs|fusion.pdf|Lecture notes on discrete time Kalman filter}}
|- valign=top
* {{cds110b-wi07 pdfs|L4-2_fusion.pdf|Handwritten notes on sensor fusion}}
| width=50% |
* partial [http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/22Jan07.mp3 MP3] of Monday lecture, 22 Jan 2007
===== Monday =====
* {{cds110b-wi07 pdfs|hw4.pdf|HW #4}} (due 31 Jan 07)
<ol type="A">
<li>Discrete-time Kalman filter</li>
* Discrete-time stochastic systems
* Main theorem (following AM08)
* Predictor-corrector form
<li>Sensor fusion</li>
* Problem setup {{to}} inverse covariance weighting
* Example: TBD
<li>Variations</li>
* Multi-rate filtering and filtering with data loss
</ol>
|
===== Wednesday =====
<ol type="A">
<li>Application: Autonomous driving</li>
* Low-level sensor fusion in Alice (Gillula)
* Sensor fusion for urban driving (DGC07)
<li>Information filters</li>
* Problem setup
* Kalman filter derivation
* Sensor fusion example revisited
<li>Modern extensions of Kalman filtering</li>
* Moving horizon estimation
* Particle filters
</ol>
|}
<p>
* {{cds110b-wi08 pdfs|L8-1_fusion.pdf|Lecture notes on sensor fusion}}
* {{cds110b-wi08 pdfs|L8-2_kfexts.pdf|Lecture slides on applications and extensions of Kalman filters}}
* {{cds110b-wi08 pdfs|hw7.pdf|HW #7}} (due 5 Mar 08)
</p>


== References and Further Reading ==
== References and Further Reading ==
* {{AM06|Output Feedback}}.  Section 7.4 covers the discrete time Kalman filter.
* R. M. Murray, ''Optimization-Based Control''. Preprint, 2008: {{obc08 pdfs|stochastic_25Feb08.pdf|Chapter 5 - Sensor Fusion}}
* [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 ==

Latest revision as of 03:23, 2 March 2008

CDS 110b Schedule Project Course Text

In this set of lectures 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. We also introduce the information filter, which provides a particularly simple method for sensor fusion.

Monday
  1. Discrete-time Kalman filter
    • Discrete-time stochastic systems
    • Main theorem (following AM08)
    • Predictor-corrector form
  2. Sensor fusion
    • Problem setup → inverse covariance weighting
    • Example: TBD
  3. Variations
    • Multi-rate filtering and filtering with data loss
Wednesday
  1. Application: Autonomous driving
    • Low-level sensor fusion in Alice (Gillula)
    • Sensor fusion for urban driving (DGC07)
  2. Information filters
    • Problem setup
    • Kalman filter derivation
    • Sensor fusion example revisited
  3. Modern extensions of Kalman filtering
    • Moving horizon estimation
    • Particle filters

References and Further Reading

Frequently Asked Questions