S-114.4220 Research Seminar on Computational Science | |
The topic of the course in fall 2006 is
The topic of the seminar is Bayesian estimation of time-varying processes, which in its recursive form is more often referred to as optimal filtering. Optimal filtering refers to the methodology that can be used for estimating the states of time varying systems, which are indirectly observed through noisy measurements. This seminar concentrates to Bayesian optimal filtering methods suitable for estimating non-linear and non-Gaussian time varying processes from potentially non-linear and non-Gaussian measurements.
Phenomena, which can be modeled as time varying systems of the above type are very common in engineering applications. These kind of models can be found, for example, in navigation, aerospace engineering, space engineering, biology, remote surveillance, telecommunications, physics, chemistry, audio signal processing, control engineering, finance and several other fields.
Course requirements:
Potential topics of presentations include, but are not limited to:
Date | Talker | Subject | Download |
---|---|---|---|
21.9. | Simo Särkkä | Introduction to Bayesian Estimation of Time-Varying Processes | PDF slides |
28.9. | (no seminar) | ||
5.10. | Simo Särkkä | Overview of Optimal Filtering Algorithms | PDF slides |
12.10. |
Xiyin Li Teemu Tuulari |
Kalman Filter Sequential Importance Sampling/Resampling |
PDF |
19.10. |
Danai Laksameethanasan Giuseppe Pepe |
Extended Kalman filter Unscented Kalman filter |
PDF DOC |
26.10. | (no seminar) | ||
2.11. |
Jarno Vanhatalo Miika Toivanen |
Formal Baysian Filtering Equations Particle filtering applications |
PDF |
9.11. | (no seminar) | ||
16.11. | (no seminar) | ||
23.11. |
Tommi Tykkälä Jaakko Riihimäki |
Construction of an Optical Tracking System Landmark Based Robot Navigation |
PDF |
30.11. |
Jussi Salmi Antti Kemppainen |
Tracking of Radio Propagation Path Parameters Using Extended Kalman Filter Continuous-Discrete Filtering |
PDF |
7.12. | (no seminar) | ||
14.12. |
Sampo Vesa Aki Havulinna |
Acoustic Tracking Reversible jump MCMC for temporal change point analyses |
PDF |
21.12. | (no seminar) |
Because there are two presentations in each seminar session, each talker shall be the opponent of the other talker in the same seminar session.
In every seminar talk, there is the author who writes a 2-4 page summary paper about the subject and gives the talk, and an opponent, whose task is to make questions and stimulate discussion after the presentation. Every student is the author for (at least) one talk and the opponent for another talk. The author should send the summary paper to the opponent and to the teachers on the monday preceding the presentation day. The slides should be sent to the teacher lastest on the day preceding the presentation. The opponent prepares at least 2-3 questions about the topic to stimulate discussion after the talk. Normal talk is 30-40 minutes.
The home work exercises can be found behind the following link:
The answers to the exercises should be returned in two phases:
The answers should be sent as email to the teacher (ssarkka@lce.hut.fi) in PDF form. When sending the email,please add "S-114.4220" or "1144220" to subject. The answers can also be returned on paper to the teacher.
The computer exercises can be found behind the following link:
Your task is to write the actual filtering algorithms to the script
files kf_ex.m
and angle_ex.m
. The script
files are compatible with Matlab 6.x/7.x and with recent versions of
GNU Octave and you can
use either of these programs for making the exercise. These files and
some additional files can be found in the following directory:
http://www.lce.hut.fi/teaching/S-114.4220/s2006/matlab/
The exercise report should be returned before December 15, 2006. The report should be sent as email to the teacher (ssarkka@lce.hut.fi) in PDF form. The Matlab/Octave-files should be returned as a ZIP or TAR.GZ file together with the PDF report. In the report, in addition to the results and figures, document the Matlab/Octave-codes that you have written. When sending the email, please add "S-114.4220" or "1144220" to subject. The report can also be returned on paper to the teacher.
Additional Online Material:
WWW Pages:
When sending email concerning the course, please add "S-114.4220" or "1144220" to subject.
Dr.Tech. Simo Särkkä
ssarkka@lce.hut.fi
http://www.lce.hut.fi/~ssarkka/
Dr.Tech. Aki Vehtari
Aki.Vehtari@hut.fi
http://www.lce.hut.fi/~ave/