CDS 110b: Sensor Fusion

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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)