Explores the time-varying Kalman filter, state estimation, challenges in conditioning on measured outputs, and the importance of affine transformations.
Introduces fundamental notions in digital filtering, covering 2D filtering approaches, linear filters, stability, FIR and IIR filters, frequency domain filtering, and Gaussian filters.
Covers the basics of multivariable control, including system modeling, temperature control, and optimal strategies, emphasizing the importance of considering all inputs and outputs simultaneously.
