Lec 2 – Dynamical systems and state-space

Slides: Dynamical systems and state-space Download Dynamical systems and state-space 

Additional information about the discrete-time Kalman filter Download discrete-time Kalman filter and homework Download homework (from a different course) on the topic of 'Dealing with uncertainty' that I believe helps with grasping some of the main concepts.

 

Reference about Kalman filter and its variations

Chen, Z., 2003. Bayesian filtering: From Kalman filters to particle filters, and beyond. Statistics, 182(1), pp.1-69.

 

Reference about Behavioral systems -- on the discussion of the need for having a state

Willems, J.C. and Polderman, J.W., 1997. Introduction to mathematical systems theory: a behavioral approach (Vol. 26). Springer Science & Business Media.

 

Reference about cross-work on information theory and control:

Girish N. Nair  "A nonstochastic information theory for communication and state estimation." IEEE Transactions on automatic control 58.6 (2013): 1497-1510.

 

References textbooks: 

 

Svensk version: T Glad, L Ljung: Reglerteori – Flervariabla och olinjära metoder, andra upplagan, Studentlitteratur 2003.

English version: T Glad, L Ljung: Control Theory - Multivariable and Nonlinear methods, Taylor and Francis, 2000.