Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation - - PowerPoint PPT Presentation

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Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation - - PowerPoint PPT Presentation

Jan 10, 2023 30 likes •201 views

Detection and Estimation Theory Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation Book) Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) Summary Summary:

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Detection and Estimation Theory Lecture 14- Kalman Filtering Parts of Ch. 12-13 (The Estimation Book)

Mojtaba Soltanalian- UIC

msol@uic.edu http://msol.people.uic.edu

Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye)

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Summary

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Summary: something you’ll see often

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Linear MMSE (LMMSE)

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LMMSE: Definition

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LMMSE

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LMMSE

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Background & Formulation

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Background

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Estimation Problem

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Scalar State/Observation Kalman

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Kalman Filtering: Scalar State/Observation

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Kalman Filtering: Scalar State/Observation

  • - Observations
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Kalman Filtering: Vector State / Scalar Observation

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Kalman Filtering: Vector State / Vector Observation

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Kalman Filtering: Properties

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Kalman Filtering: Examples

  • Ball Tracker and Predictor for Juggling!

https://www.youtube.com/watch?v=O4fVQKigutk

  • Pedestrian tracking: https://www.youtube.com/watch?v=-ahC2mn-RrQ
  • Sensor fusion for quadcopters:

https://www.youtube.com/watch?v=nNWWLJZRxAU