Department of Electrical and Computer Engineering
EEC 693/793 - Special Topics
Optimal State Estimation
Fall 2007
Each student is responsible to propose and conduct a research project based on some nonlinear system whose states they want to estimate. The project will be graded on the basis of written and oral status reports, a written report handed in at the end of the semester, and an oral presentation given during the last week of class. The written project reports are due during the last regularly scheduled class of the semester. Late project reports will not be accepted. The written reports can be based on the template at http://academic.csuohio.edu/simond/courses/Report Template.doc although this is not required. For each of the tasks below, an in-class presentation of between 5 and 10 minutes is required, and a written report is required.
Problem definition and model - due September 24
System simulations (nonlinear and linearized) - due October 17
Linearized Kalman filtering - due October 31
Advanced topics / H-infinity filtering / nonlinear filtering - due November 28
Final reports (oral and written) - due December 5
The final report (both oral and written) should be comprehensive.
Homework
Assignments
The homework assignments are taken from Dan Simon’s book Optimal State Estimation.
4, 7, 10, 18, 19 – For question 18 and 19, hand in your Matlab code and plots of your simulation results.
Prove that x(t) as given in Eq. 1.68 satisfies the differential equation as given in Eq. 1.67.
Find the generalized eigenvector of Example 1.3.
Extra credit: Prove that the inverse of a matrix’s transpose is equal to the tranpose of the matrix’s inverse.
All problems except for Problem 18 are due September 5.
Problem 18 is due September 10.
Problem 19 is due September 17.
Chapter 2 - due September 17
2, 4, 8, 15 - For question 15, hand in your Matlab code and your plots.
Chapter 3 - due September 26
1, 4, 6, 8, 13 - For question 13 hand in your Matlab code.
Chapter 4 - due Monday October 1
3, 9
Chapter 5 - due Wednesday October 10
1, 9, 11
Chapter 6 - due Monday October 22
1, 2, 6, 7
Chapter 8 - due Monday October 29
1, 11
Chapter 7 - due Wednesday November 7
1, 9, 10
Chapter 13 - due Wednesday November 14
1, 3, 15
Chapter 11 - due Wednesday November 21
1, 7
Department of Electrical and Computer Engineering
Last Revised: November 14, 2007