ECE 6555 Optimal Estimation

ECE 6555 - Optimal Estimation

• Optimal estimation

  • What does it mean to be optimal?

• Least squares

  • Deterministic and stochastic least-squares
  • Orthogonality principle
  • Gaussian random variables and Gaussian processes

• State-space models

  • Linear systems
  • Filtering, smoothing

• Wiener filter and Kalman filter

• Beyond linear models

  • Bayesian filtering, EKF, UKF, etc.

What to expect in ECE 6555

• ECE 6555 is about mathematical foundations of Kalman filtering

  • We will talk a lot about probability and linear algebra
  • We will prove things formally (theorems, lemmas)
  • We will not develop a tracking system for Starlink
  • Exams and homework will have theoretical components

• All that being said…

  • We will also use simulations to understand concepts
  • We will talk about real-world application
  • Homework will have an experimental component (Python/Matlab, maybe real data from the lab!)
  • ECE 6555 is a fun course and you will learn a lot of useful concepts

• If you're unsure about taking the class, the self-assessment is here to help!

• ECE 6555 will give you solid background to self-study for lots of other topics, including:

  • signal processing
  • machine learning
  • telecom

Logistics

• Class time and venue: Tuesday and Thursday 8am:9:15pm
  • In-person live course
  • Asynchronously recorded lectures (DL and on-campus) + synchronous
  • It's early!

• Instructor: Prof. Matthieu Bloch
• Email: matthieu.bloch@ece.gatech.edu
• Office: TSRB 437 (appointments only)
• Office hours: Tuesdays 12pm-1pm online and in person in TSRB

• Websites
  • Canvas: announcements, homework, solutions
  • Piazza: open forum for (technical) discussion
  • Gradescope: assignment submission

Electronic communication policy

• General guidelines
  • Email the Dean of Students if your personal situation requires special academic consideration
  • Use Piazza for technical questions
    • You can be anonymous to your peers, not to the instructors
      • You can use \(\LaTeX\) (\(\min_\beta\Vert y-X\beta\Vert_2^2\))
  • Be courteous in your electronic interactions
    • Avoid judgmental language, e.g., "The answer is obvious."
    • Try to be constructive
      • Avoid typos and use correct syntax
• If you really have to email me
  • Include "[ECE 6555]" in the subject of the email
  • I am usually reasonably fast

Writing

Grading

• Assignments (50%)
  • Self-assessment (not graded) is here to help you decide whether ECE 6555 is right for you
    • Review of concepts from calculus, linear algebra, probability theory, and programming.
    • If you find yourself reviewing concepts, it's not necessarily a bad thing!
  • Assignments
    • Due approximately every two weeks (approx. 8 assignments overall).
    • Both mathematical and programming problems.
    • You are encouraged to typeset in \(\LaTeX\), but do not waste time.
    • Allocate time to submit on gradescope
• Midterm exam (1x20%)
  • In class on Thursday October 6, 2022 (DL students, GTPE will be in touch with you)
• Final exam (30%)
  • Take home exam, 48 hours to complete around Thursday, December 15, 2022

Assignments policy

• Two stage deadline policy

  • Soft official deadline with 2% bonus (conditions apply, read the fine print)
  • Hard deadline 48 hours after soft-deadline; no late homework accepted after hard deadline

• Abide by the Georgia Tech honor code

  • Reference all your sources
  • Do not plagiarize other sources (python code, homework solutions, etc.)
  • Do not upload course material on other websites
  • When in doubt regarding what constitutes plagiarism, ask!

• Assignments are individual but light collaboration permitted and encouraged

  • Piazza is here for that purpose
  • Small study groups are ok

Final thoughts

• I believe in accountability, integrity, and fairness

  • I will hold you to the same standards
  • I trust you be default - trust is easily lost, not easily regained

• Don't be shy and don't hesitate to talk to me !

  • I have little bandwidth for whining and complaining but I’m usually friendly and helpful

• I value your feedback - I use it to make improvements

• Aspects students least liked about the course

  • "The lack of examples during lecture. Going from theory to homework problems was very difficult."
  • "It was frustrating to be able to download the raw slides (in order to watch the lecture and take notes), but then not know when the annotated slides would be uploaded."
  • "Each assignment consisted of numerous questions of high difficulty."
  • "The class uses proofs too soon. Proofs are the highest level of understanding of a concept, and aren't a good introduction into a concept."