CDS 110b: Sensor Fusion
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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.
- 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,, Preprint, 2006... Section 7.4 covers the discrete time Kalman filter.
- 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)