For part 1 in Section 4, you may assume a sampling rate of 10 seconds rather than 1 second. The assignment for Project 2 is here . 1.1-9 Solutions are here . Solutions are here . The two problems given here .
Solutions are here .
2.4-1 Solutions are here . 1 A set of lecture notes on the first few lectures is available here. Recursive Estimation A set of lecture notes on recursive estimation is here Lecture Notes on Extended Kalman Filter A set of lecture notes on the Extended Kalman Filter is here Class Sylabus Texts F. Lewis, Optimal Estimation with an Introduction to Stochastic Control Theory , Wiley, 1986. This text will be supplemented with lecture notes where necessary. Supplementary Texts P. Maybeck, Stochastic Models, Estimation, and Control , Volume 1, Academic Press, 1979.