Coordinator: Prof. Antonio Vicino
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Nonlinear Filtering

 

Prof.
Andrea Garulli
University of Siena - Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche
Course Type
Group 2
Calendar
3-7-10-14-17/5/2010 ore 14.30-18.00
Room
Program
1) State estimation for stochastic linear systems: the Kalman filter. Information form. Convergence results. 2) State estimation for nonlinear systems: the extended Kalman filter. Improvements: iterated EKF, second-order EKF, Gaussian sum estimators. 3) Multiple model filtering. Sequential Monte Carlo estimators. Particle filters. 4) The unscented Kalman filter. Disrtributed filtering and consensus. 5) Set membership estimation: theory and applications.





 

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