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Instructor: Dr. Martin Hagan
Phone: (405) 744-7340
Office: 311 ES
Email: mhagan@okstate.edu
Office Hrs: 3:30-5:30 MW F (Other times available by appointment.)
Text: Lessons in Estimation Theory for Signal Processing, Communications, & Control - Mendel
Software:
MATLABŪ will be required for some
homework assignments and the project.
It is available in college laboratories, or obtain the student
version for
use at home. Tutorials for MATLAB can be found
here.
| Week | Topic | Chapter |
| 1,2 | Introduction, Probability Review | - |
| 3 | The Linear Model | 1,2 |
| 4 | Least Squares Estimation | 3,5 |
| 5 | Properties of Estimators | 6,7 |
| 6 | More on Least Squares Estimation | 8 |
| 7 | Best Linear Unbiased Estimation | 9 |
| Exam #1 (February 25) | ||
| 8 | Maximum Likelihood Estimation | 10,11 |
| 9 | Gaussian Random Vectors | 12 |
| 10 | Estimation in Linear and Gaussian Models | 13,14 |
| 11 | State Estimation: Prediction and Filtering | 15-17 |
| 12 | Nonlinear State Estimation: Extended Kalman Filter | 24,25 |
| 13 | Nonlinear State Estimation: Unscented Kalman Filter | - |
| Exam #2 (April 14) | ||
| 14 | Nonlinear State Estimation: Particle Filter | - |
2 Exams - 25 pts each
Quizzes/Homework - 25 pts
1 Project - 25 pts
1 Comprehensive Final Exam - 25 pts (Thursday, May 5, 2pm)
The top three scores from the three exams and the total quiz/homework score will be added to the project score to obtain the total grade for the course (out of a total of 100 pts). All exams and quizzes will be closed-book/closed-notes (1 sheet of 8.5x11 notes allowed). No make-up exams unless previous arrangements have been made. Students will be expected to attend class and prepare assignments. Habitual failure to do so will result in a reduced grade. An incomplete grade will only be given when a student misses a portion of the semester because of illness or accident. Cheating on examinations, plagiarism and other forms of academic dishonesty are serious offenses and may subject the student to penalties ranging from failing grades to dismissal.
If any member of the class feels that he/she has a disability and needs special accommodations of any nature whatsoever, the instructor will work with you and the University Office of Disabled Student Services to provide reasonable accommodations to ensure that you have a fair opportunity to perform in this class. Please advise the instructor of such disability and the desired accommodations at some point before, during, or immediately after the first scheduled class period.