Cleveland State University
Department of Electrical and
Computer Engineering
EEC 693/793, Section 51
Special Topics
Optimal State
Estimation
Fall
2007
Description: This course covers mathematical approaches to the best possible way of estimating the state of a general system. Although the course is firmly grounded in mathematical theory, the approaches that are presented for state estimation are all given with the goal of eventual implementation in software. The goal of the course is to present state estimation theory in the most clear yet rigorous way possible, while providing enough advanced material and references so that the student is prepared to contribute new material to the state of the art. Engineers are usually concerned with implementation, and so the material presented is geared towards discrete time systems. However, continuous time systems are also discussed for the sake of completeness, and also because there is still room for implementations of continuous time state estimators.
Text: Optimal State Estimation, by Dan Simon (John Wiley & Sons, 2006).
Prereqs:
 EEC 510 (Linear Systems)
 Familiarity with basic concepts in
probability and stochastic processes
 Mathematical maturity (calculus,
control theory, signal processing, etc.)
 Experience with Matlab programming
(http://www.mathworks.com/)
Time:
M W 2:00 3:50
Place: SH 309
Instructor: 
Dan Simon  

Phone: 
2166875407 

Fax: Email: 
2166875405 d.j.simon@csuohio.edu 

Web: 


Office: 
Stilwell Hall 343 

Lab: 
Stilwell Hall 310 

Office Hours: 
M 12:00  2:00, W 10:00  12:00 
Feel free to call or stop by my office any time and Ill be happy to help you if Im available.
References: See Appendix B in the
text.
Grading:
Homework........
20%
Quizzes..............
20%
Midterm............
20%
Project..............
20%
Final Exam......... 20%
A...................... 93100
A minus............ 9093
B plus............... 8790
B...................... 8387
B minus............. 8083
C plus............... 7780
C...................... 7077
Homework: Late homework will not be accepted. Sometimes unexpected events occur that prevent a student from being in class on the day homework is due. The best way to make sure that these unexpected events do not affect your grade is to finish the homework early, and then if you have to miss class you can fax your homework to the instructor. Students are encouraged to work together on homework, but students who hand in identical assignments will be given a grade of zero.
Tests: Quizzes and Exams will be open book and open notes. No makeup quizzes or exams will be allowed without the prior permission of the instructor.
Topics:
Introductory material: Linear systems, Probability, Least squares
estimation
Kalman filtering
Hinfinity filtering
Nonlinear
filtering
Important Dates: September 3  Holiday
October 8 
Holiday
December 10 
Final Exam
Department of Electrical and Computer Engineering
Last Revised: August 27, 2007