Course Information
Estimation Theory - Fall 2025
Instructor: Prof. Songhwai Oh (오성회) Email: songhwai (at) snu.ac.kr Office Hours: Friday 3:00-4:00PM Office: Building 133 Room 503 | Course Number: 430.714 Time: MW 5:00-6:15 PM Location: Building 301 Room 201 |
TA: Hyeokjin Kwon (권혁진) Email: hyeokjin.kwon (at) rllab.snu.ac.kr Office: Building 133 Room 610 |
Course Description
Week | Reading | Date | Lecture | Date | Lecture |
|---|---|---|---|---|---|
1 | Kay Ch. 1; Simon Ch. 1, Ch. 2 | 9/1 |
| 9/3 |
|
2 | Kay Ch. 3.1 - 3.9 | 9/8 |
| 9/10 |
|
3 | Kay Ch. 4, Ch. 5, Ch. 6 | 9/15 |
| 9/17 |
|
4 | Kay Ch. 6, Ch. 7.1 - 7.6 | 9/22 |
| 9/24 |
|
5 | Kay Ch. 8, Ch. 10, Ch. 11 | 9/29 |
| 10/1 |
|
6 | 10/6 |
| 10/8 |
| |
7 | Kay Ch. 12 | 10/13 |
| 10/15 |
|
8 | 10/20 |
| 10/22 | Midterm
| |
9 | Simon Ch. 5, Ch. 6 | 10/27 |
| 10/29 |
|
10 | Simon Ch. 7 | 11/3 |
| 11/5 |
|
11 | Simon Ch. 9 | 11/10 |
| 11/12 |
|
12 | Simon Ch. 13, Ch. 14 | 11/17 |
| 11/19 |
|
13 | Simon Ch. 15 | 11/24 |
| 11/26 |
|
14 | 12/1 |
| 12/3 | ||
15 | 12/8 | 12/10 | |||
16 | 12/15 | Final Exam
|
|
This course introduces classical and modern topics in estimation theory to graduate level students. Topics include minimum variance unbiased estimators, the Cramer-Rao bound, linear models, sufficient statistics, best linear unbiased estimators, maximum likelihood estimators, least squares, exponential family, multivariate Gaussian distribution, Bayes risk, minimum mean square error (MMSE), maximum a posteriori (MAP), linear MMSE, sequential linear MMSE, Bayesian filtering, Kalman filters, extended Kalman filter, unscented Kalman filter, particle filter, data association, multi-target tracking, Gaussian process regression, and deep learning. Lectures will be in English.
Announcements
- [12/01] The final exam will be held in class on 12/15 (Mon). The exam is closed-book but you can bring one sheet (A4) of handwritten notes on both sides. You have to turn in this cheat sheet with your exam.
- [10/01] The midterm will be held in class on 10/22 (Wed). The exam is closed-book but you can bring one sheet (A4) of handwritten notes on a single-side (the other side must be blank). You have to turn in this cheat sheet with your exam.
- [08/26] Please read Ethics of Learning.
Schedule
Textbooks
[Recommended] Steven M. Kay, "Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory", Prentice Hall, 1993.
- [Recommended] Dan Simon, "Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches", Wiley-Interscience, 2006.
Prerequisites
- Students must have a solid background in linear algebra, linear system theory, and probability.
Topics
- Introduction and review of probability and linear system theory
- Minimum variance unbiased estimators
- Cramer-Rao lower bound
- Linear models and sufficient statistics
- Best linear unbiased estimators and maximum likelihood estimators
- Least squares, exponential family, and Bayesian approaches
- Multivariate Gaussian distribution
- Bayes risk, minimum mean square error (MMSE), and maximum a posteriori (MAP)
- Linear MMSE and sequential linear MMSE
- Bayesian filtering
- Kalman filtering
- Advanced topics in Kalman filtering
- Extended Kalman filter, unscented Kalman filter, and particle filter
- *Data association and multi-target tracking
- *Gaussian process regression
- *Deep learning (*if time permits)
