Course Information
Estimation Theory - Fall 2024
Instructor: Prof. Songhwai Oh (오성회) Email: songhwai (at) snu.ac.kr Office Hours: Friday 3:00-4:00PM Office: Building 133 Room 403 | Course Number: 430.714 Time: MW 5:00-6:15 PM Location: Building 301 Room 201 |
TA: Junseo Lee (이준서) Email: junseo.lee (at) rllab.snu.ac.kr Office: Building 133 Room 610 |
Course Description
Week | Reading | Date | Lecture | Date | Lecture |
|---|---|---|---|---|---|
1 | 9/2 |
| 9/4 |
| |
2 | Kay Ch. 1; Simon Ch. 1, Ch. 2 Kay Ch. 3.1 - 3.9 Kay Ch. 4, Ch. 5 | 9/9 |
| 9/11 |
|
3 | 9/16 |
| 9/18 |
| |
4 | 9/23 |
| 9/25 |
| |
5 | Kay Ch. 6, Ch. 7.1 - 7.6 | 9/30 |
| 10/2 |
|
6 | Kay Ch. 8, Ch. 10 | 10/7 |
| 10/9 |
|
7 | Kay Ch. 11 | 10/14 |
| 10/16 |
|
8 | Kay Ch. 12 | 10/21 |
| 10/23 | Midterm
|
9 | 10/28 |
| 10/30 |
| |
10 | Simon Ch. 5, Ch. 6 | 11/4 |
| 11/6 |
|
11 | Simon Ch. 7, Ch. 9 | 11/11 |
| 11/13 |
|
12 | Simon Ch. 9, Ch. 13 | 11/18 |
| 11/20 |
|
13 | Simon Ch. 14, Ch. 15 | 11/25 |
| 11/27 | |
14 | 12/2 |
| 12/4 |
| |
15 | 12/9 | 12/11 | |||
16 | 12/16 | 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
- [12/04] The final exam will be held in class on 12/16 (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.
- [10/07] The midterm will be held in class on 10/23 (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)
