ECE 6555

Optimal Estimation

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Lectures (: slides - : pdf file with annotations)

Tuesday August 23, 2022 Introduction
Thursday August 25, 2022 Deterministic least squares
Tuesday August 30, 2022 Normal equations
Thursday, September 1, 2022 Recursive least squares
Tuesday September 6, 2022 Stochastic least squares
Thursday September 08, 2022 Stochastic linear least squares, linear models
Tuesday September 13, 2022 Linear models
Thursday September 15, 2022 Estimation of stochastic processes
Tuesday September 20, 2022 Innovation processes
Thursday, September 22, 2022 Innovation processes
Tuesday September 27, 2022 Innovation processes
Thursday September 29, 2022 State-space models
Tuesday, October 4, 2022 Kalman filter
Tuesday, October 11, 2022 Kalman filter
Tuesday, October 13, 2022 Kalman filter
Thursday, October 20, 2022 Linearized Kalman filter
Tuesday October 25, 2022 Extended Kalman filter and Bayesian Filtering
Tuesday, November 01, 2022 Bayesian Filtering
Tuesday, November 8, 2022 Particle Filtering
Tuesday, November 10, 2022 Particle Filtering
Tuesday, November 15, 2022 Gaussian Processes
Tuesday, November 17, 2022 Gaussian Processes
Tuesday, November 22, 2022 Gaussian Processes
Tuesday, November 29, 2022 Gaussian Processes
Thursday December 01, 2022 PHD filter
Tuesday, December 6, 2022 H∞ filter