Difference between revisions of "CDS 110b: Sensor Fusion"

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{{cds110b-wi07}}
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In this lecture 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.
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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.
  
== Course Materials ==
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* {{cds110b-wi08 pdfs placeholder|hw7.pdf|HW #7}} (due 5 Mar 08)
* {{cds110b-wi07 pdfs|fusion.pdf|Lecture notes on discrete time Kalman filter}}
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* {{cds110b-wi07 pdfs|L4-2_fusion.pdf|Handwritten notes on sensor fusion}}
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* partial [http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/22Jan07.mp3 MP3] of Monday lecture, 22 Jan 2007
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* {{cds110b-wi07 pdfs|hw4.pdf|HW #4}} (due 31 Jan 07)
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== References and Further Reading ==
 
== References and Further Reading ==
* {{AM06|Output Feedback}}.  Section 7.4 covers the discrete time Kalman filter.
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* {{AM06|Output Feedback}}.  Section 7.4 covers the discrete-time Kalman filter.
* [http://en.wikipedia.org/wiki/Kalman_filter Wikipedia entry on the Kalman filter] (very good)
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* R. M. Murray, ''Optimization-Based Control''. Preprint, 2008: {{obc08 pdfs|stochastic_25Feb08.pdf|Chapter 5 - Sensor Fusion}}
 
* {{cds110b-wi07 pdfs|gro02_infofilter.pdf|Appendix}} from [http://www.grasp.upenn.edu/~bpg/ Ben Grochalsky's] thesis on information filter.
 
* {{cds110b-wi07 pdfs|gro02_infofilter.pdf|Appendix}} from [http://www.grasp.upenn.edu/~bpg/ Ben Grochalsky's] thesis on information filter.
 
* [[NCS:_Kalman_Filtering|CDS 270-2 (Networked Control Systems) page on Kalman Filtering]] - provides additional notes and lecture materials (including some nice references)
 
* [[NCS:_Kalman_Filtering|CDS 270-2 (Networked Control Systems) page on Kalman Filtering]] - provides additional notes and lecture materials (including some nice references)
  
 
== Frequently Asked Questions ==
 
== Frequently Asked Questions ==

Revision as of 00:32, 18 February 2008

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.

  • HW #7 (due 5 Mar 08)

References and Further Reading

Frequently Asked Questions