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:

216-687-5407

 

Fax:

Email:

216-687-5405

d.j.simon@csuohio.edu

 

Web:

http://academic.csuohio.edu/simond/

 

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 I’ll be happy to help you if I’m available.

 

References:    See Appendix B in the text. 
 

Grading:        Homework........ 20%
Quizzes.............. 20%

                      Midterm............ 20%
Project.............. 20%

                      Final Exam......... 20%

 

                      A...................... 93–100

                      A minus............ 90–93

                      B plus............... 87–90

                      B...................... 83–87

                      B minus............. 80–83

                      C plus............... 77–80

                      C...................... 70–77

 

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
H-infinity filtering
Nonlinear filtering
 

Important Dates:       September 3 - Holiday

October 8 - Holiday
December 10 - Final Exam

 

Professor Simon’s Home Page

Department of Electrical and Computer Engineering

Cleveland State University

Last Revised: August 27, 2007