Notes and Reading Quizzes

Notes

• Lecture 1, M 1.9: Logistics, Overview, and Linear Estimation
• Lecture 2, W 1.11: Geometric interpretation, orthogonality, frequency domain
• MLK University Holiday, M 1.16
• Lecture 3, W 1.18: Linear prediction
• Lecture 4, M 1.23: Optimum IIR filters
• Lecture 5, W 1.25: Optimum IIR filters
• Lecture 6, M 1.30: Inverse filtering and matched filters
• Lecture 7, W 2.1: Order recursive algorithms
• Lecture 8, M 2.6: Innovations
• Lecture 9, W 2.8: State space models
• Lecture 10, M 2.13: State space models
• Lecture 11, W 2.15: The Kalman Filter
• Lecture 12, M 2.20: Extensions and applications of the Kalman filter
• Lecture 13, W 2.22: Sigma Point and Particle Filters, Guest Lecturer Eric Wan
• Lecture 14, M 2.27: Extended Kalman filter
• Lecture 15, W 3.1: Least squares estimation
• Lecture 16, M 3.6: Least squares estimation
• Lecture 17, W 3.8: Practical modeling and autoregressive modeling
• Lecture 18, M 3.13: Minimum variance spectral estimation
• Lecture 19, W 3.15: Harmonic models
• Project Presentations, W 3.22

Deadlines

• Project proposal due, W 1.25
  • Define the problem
  • Explain the relevance
  • Briefly describe the methodology
  • Describe the available data
• Introduction and literature review draft, W 2.15
  • List which data bases you searched
  • How many titles appeared relevant?
  • How many abstracts were still relevant?
  • How many papers did you need to pull?
  • How does each paper obtained relate to your paper? Did they solve the same problem, or a related problem? If they solved the same problem, how does their methodology differ?
  • Expect 5--20 papers for each
  • Typically 2--3 sentences per paper
• Methodology draft, M 3.6
• Peer review draft, W 3.13
• Peer reviews, W 3.17
• Final report: Th 3.23

Reading quizzes

• M 1.9: None
• W 1.11: 6.1-6.2
• W 1.18: None
• M 1.23: 6.4-6.6.2
• W 1.25: None
• M 1.30: 6.7-6.9
• W 2.1: 7.1 - 7.2, 7.3-7.3.1, 7.3.3, 7.4
• M 2.6: 7.8.2-7.9
• W 2.8: None
• M 2.13: None
• W 2.15: None
• M 2.20: None
• W 2.22: None
• M 2.27: None
• W 3.1: 8.1-8.2
• M 3.6: 8.3-8.4
• W 3.8: 9.1-9.2
• M 3.13:
• W 3.15:

Note: these slides may not print correctly on older printers or with older versions of Adobe Acrobat. If you have trouble printing these slides, try using the "Print as image option" available in Adobe Acrobat 7.x.