The course focuses on to give participants practical experience of to use different estimation methods on real problems. Examples that are used in the course been for example from navigation with mobile robots.

The course covers the following: Observability, the Markov assumption, data association, estimation methods such as Kalman Filter, Extended Kalman filters, particle filter, Rao-Blackwellized particle filters, Unscented Kalman filter.

After passing the course, the student shall be able to

• describe the parts in recursive Bayesian filtering in terms of probabilities reflect on the relationships between measurement uncertainty, probability theory and estimation methods
• describe parametric estimation technician and choose and apply appropriate method on problems
• describe Monte Carlo estimation methods and choose and apply appropriate method on problems

in order to be able to work with estimation.

The course consists of lectures, labs/assignments, a project, and  three  written examinations.  The labs are on the Extended Kalman Filter and the Particle Filter.  They go thruough an example in fine detail.  Lab reports are uploaded and graded pass or fail individually.   

The project  serves two goals, one is to give a deeper understanding of estimation and the other is to give students experience writting a scientific report. 

There is also an assignement on Graph SLAM. 

Courses corresponding to SF1624 Algebra and Geometry, SF1901 Probability Theory and Statistics, SF1635 Signals and Systems, part I. Being able to program in MATLAB.

Probabilistic Robotics by Sebastian Thrun, Wolfram Burgard, and Dieter Fox.

Students at KTH with a permanent disability can get support during studies from Funka:

Funka - compensatory support for students with disabilities

A, B, C, D, E, FX, F

• PRO1 - Project, 2.0 credits, Grading scale: P, F
• PRO2 - Project, 2.0 credits, Grading scale: P, F
• TEN1 - Examination, 3.5 credits, Grading scale: P, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

The final mark is based on how the well student has carried out TEN1, PRO1 and PRO2 in combination.

Project ( PRO1 )  This is based on passing the two labs.

Project ( PRO2 )  This is based on the individual written project report or doing the Graph SLAM tutorial.

Examination ( TEN1 ) Pass Fail Exam.  It is passed by passing all three individual written exams given during the course.

Final grade is based on points earned in the above moments.  Not choosing to do a project will limit your grade to C or less.  

Fx

To obtain an Fx for the final course grade one must have passed the exams and done all the other assignments  in the course and passed all but one.  The one that was not passed needs to have been close to passing.  Then one can complete that after the course is finished.    

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Information on how to approach collabortion is given in the first lecture.  Slides are in Canvas.