Sensor Fusion (TSRT14)

On-Line Material

In 2020 and 2021 this course was, due to the COVID-19 pandemic, given as an online course. The video material that was developed is still available, as a complement to the lecture series.

Videos

The material should be considered as work in progress, and covers the course material using a number of modules. Each module comprising a video, matching slides, and recommended reading. The modules are listed below. The modules are followed by a table relating the modules to the lectures in the course.

The videos are also available as a Youtube playlist for your convenience, sorted in the way we anticipate make them the most accessible.

Lecture 1. Estimation theory for linear models

Video Topic Book Chapter Material
1 Introduction 1 slides, video (7:50)
2 Weighted Least Squares 2—2.2 slides, video (9:15)
3 The Sensor Fusion Formula 2.3 slides, video (6:41)
4 Safe Fusion 2.3.5 slides, video (6:56)
5 ML and CRLB 2.4-2.5 slides, video (9:34)

Lecture 2. Estimation theory for nonlinear models

Video Topic Book Chapter Material
6 Nonlinear Least Squares (NLS) 3-3.2, 3.6 slides, video (12:23)
7 Parameter Estimation using Nonlinear Transformations 3.4 (first part), 3.5 slides, video (12:26)
8 Nonlinear Transformations Using Taylor Series Expansions 3.4.3 slides, video (6:53)
9 Nonlinear Transformations Using Samples 3.4.2, 3.4.4 slides, video (9:49)

Lecture 3. Cramér-Rao lower bound (CRLB). Models for sensor network applications

Video Topic Book Chapter Material
10 Sensor networks: NLS 4-4.2 slides, video (12:59)
11 Sensor networks: Tricks 4.3-4.6 slides, video (11:14)

Lecture 4. Detection theory. Filter theory.

Video Topic Book Chapter Material
12 Detection 5 slides, video (11:21)
13 Bayes versus Fisher 6 Intro slides, video (9:43)
14 Bayes Optimal Filter Recursion 6.3 slides, video (10:18)
15 Filtering CRLB 6.5 slides, video (9:59)
25 Application: shooter localization 16.1 slides, video (8:58)

Lecture 5. Modeling and motion models

Video Topic Book Chapter Material
16 Continuous Time Motion Models 13-13.1,13.4 slides, video (8:09)
17 Discretizing Motion Models 12 slides, video (11:50)
18 Kinematic Models 13.2-13.3 slides, video (14:55)
19 Odometric Motion Model (Lemma 7,1) 14.3 slides, video (6:48)

Lecture 6. Kalman filter. Kalman filter approximations for nonlinear models (EKF, UKF)

Video Topic Book Chapter Material
20 Conditional Gaussian Distribution 7.1.3 slides, video (7:06)
21 Kalman Filter 7-7.1 slides, video (15:39)
22 Kalman Filter Properties 7.2-7.7 slides, video (9:25)
23 Extended Kalman Filter (EKF) 8 (EKF related parts) slides, video (12:47)
24 Unscented Kalman Filter (UKF) 8 (UKF related parts) slides, video (11:58)
26 Application: Kalman filters 16.2 slides, video (18:09)

Lecture 7. The point-mass filter and the particle filter

Video Topic Book Chapter Material
27 Point Mass Filter 9.1-9.2 slides, video (14:39)
28 Particle Filter 9.3 slides, video (17:23)

Lecture 8. The particle filter theory. The marginalized particle filter. Filter banks

Video Topic Book Chapter Material
29 Particle Filter Properties 9.4-9.6 slides, video (16:15)
30 Marginalized Particle Filter 9.8 slides, video (17:58)
31 Particle Filter Applications 16.3 slides, video (19:16)
32 Filter Banks 10 slides, video (21:10)
33 Kalman Filter Banks Applications 14.2.4 slides, video (9:01)

Lecture 9. Simultaneous localization and mapping (SLAM)

Video Topic Book Chapter Material
34 Simultaneous Localization and Mapping (SLAM): problem formulation 11-11.1 slides, video (13:25)
35 Simultaneous Localization and Mapping (SLAM): EKF SLAM 11.2 slides, video (15:38)
36 Simultaneous Localization and Mapping (SLAM): FastSLAM 11.3 slides, video (15:13)
37 Application: RSS-SLAM slides, video (14:30)

Lecture 10. Sensors and sensor-near signal processing. Filter and model validation

Miscellaneous

Video Topic Book Chapter Material
38 Lab Work: Localization Using a Microphone Network Introduction Lab 1 slides, video (10:23)
39 Lab Work: Orientation Estimation using Smartphone Sensors Introduction Lab 2 slides, video (14:40)
40 Signal and Systems Matlab Toolbox Introduction SigSys slides, video (21:36)