This page contains videos of the lectures of Data and Decision Analysis - Filtering Techniques, for the academic year 2019-20.

Lecture 0: Introduction and motivation

Lecture 1: Recap of random variables

Lecture 1: Recap of random variables - Part 1

Lecture 1: Recap of random variables - Part 2

Lecture 2: Conditional Distributions and Mean Square Error Estimation

Lecture 3: Stochastic Processes

Lecture 4: Stochastic Systems and the State Estimation Problem

Lecture 5: The Kalman Filter

Lecture 5: The Kalman Filter - Part 1

Lecture 5: The Kalman Filter - Part 2

Lecture 6: Properties of the Kalman Filter

Lecture 7: Asymptotic Behaviour of the Kalman Filter

Labsession 7: Application of the Kalman Filter

Lecture 8: Recursive System Identification

Lecture 8: Recursive System Identification - Part 1

Lecture 8: Recursive System Identification - Part 2

Lecture 9: Nonlinear State estimation

Labsession 8: Application of the Extended Kalman Filter

Lecture 10: The Unscented Kalman Filter

Lecture 11: The Particle Filter