CDS 110b: Sensor Fusion

From Murray Wiki
Revision as of 15:39, 24 February 2008 by Murray (talk | contribs)
Jump to navigationJump to search
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.

  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
  1. Information filters
    • Problem setup
    • Kalman filter derivation
  2. Examples
    • Sensor fusion example revisited
    • Sensor fusion in Alice (Gillula + DGC07)

  • HW #7 (due 5 Mar 08)

References and Further Reading

Frequently Asked Questions