Cleveland State University
Department of Electrical Engineering and Computer Science
EEC 693 / 793 - Special Topics
Optimal State Estimation
What is the best way to estimate the state of a system? The workhorse of state estimation is called the Kalman filter, invented by Rudolph Kalman around 1960. However, other filters have advantages over the Kalman filter in certain conditions. For robust state estimation, the H-infinity filter may perform better than the Kalman filter. For nonlinear systems, the unscented filter or the particle filter may perform better. All of these topics are covered in this course.
Here are the links to the course syllabus and the homework assignments.
The text for this course is Optimal State Estimation, authored by the course instructor. The book web site contains all of the Matlab code that was used for the examples in the book.
This course uses MATLAB a lot and Maple less frequently. You can find more information about MATLAB and Maple from the links below.
Last Revised: July 23, 2016