Bayesian State Estimation
Part I:
Discrete Time Stochastic Models
State Estimation Formulations
Sachin C. Patawardhan
Department of Chemical Engineering
I.I.T. Bombay
Email: sachinp@iitb.ac.in
Automation Lab
IIT Bombay
Outline
Why state estimation using s
Bayesian State Estimation
Part II: Linear Perturbation Models
and Kalman Filtering
Sachin C. Patawardhan
Department of Chemical Engineering
I.I.T. Bombay
Email: sachinp@iitb.ac.in
Automation Lab
IIT Bombay
Outline
Preliminaries
Kalman Filter as MAP Estima