News
Updated due date for the project assignment
As agreed during the last lecture of the course, the due date for the project has been extended to January 8, 2024. Good luck!
Updated date and location for lecture 6
As agreed during the last lecture, the last lecute has been move one day later, i.e., December 7, 2023, at 13-15. At the same time there was an update of room, the lecture will take place in the Big conference room in Visionen
Typo Homework 1
I’ve been informed there is a typo in Problem 1.2 Homework 1. Obviously:
\[\mu_{x|y}=\mu_x+\Sigma_{xy}\Sigma_{yy}^{-1}\Sigma_{yx}\]and nothing else.
The pdf has been updated! I hope this didn’t cause anyone any significant problems.
Remaining lectures have been scheduled
These are the dates for the remaining lectures that we decided on the first lecture:
Nr. When Where 1 2023-09-19 15--17 Big conference room in Visionen 2 2023-10-03 10-12 Big conference room in Visionen 3 2023-10-17 10-12 Big conference room in Visionen 4 2023-11-06 10-12 Big conference room in Visionen 5 2023-11-21 13-15 Big conference room in Visionen 6 2023-12-07 13-15 Big conference room in Visionen The deadline for the review of Homework 5 and the project is 2023-12-20.
Room for first lecture: Large conference room in Visionen
Based on the interest show in the course, I have booked the Large conference room in Visionen for the first lecture. Welcome!
During the first lecture we will schedule the remaining five lectures, bring your calendar.
Welcome to the 2023 graduate course in Optimal Filtering
Welcome to the 2023 graduate course in Optimal Filtering that I will give during the fall. The first course meeting will be on Tuesday September 19 15-17. At this time I will introduce the course, and we will jointly schedule the remaining 5 lectures.
Please email Gustaf Hendeby <
gustaf.hendeby@liu.se
> by September 11 to let me know that you intend to attend the course. Once I know how may are attending, I’ll book a room.Looking forward to see you in September!
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