Kalman Filter: Linearized vs Extended

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Introduces probability, estimation methods, linear models, testing, and advanced regression techniques.

Explores equilibria and stability analysis in multivariable control systems, focusing on eigenvalues and system modes.

Explores Kalman predictors and estimators in multivariable control systems.

Introduces the basics of multivariable control, focusing on system theory and linear systems.

Introduces linear models, regression, Gaussian distribution, linearity, and model generalization.

Explores the handling of correlated noise in multivariable control systems, emphasizing the Kalman Filter's adaptation and performance evaluation.

Explores reachability and controllability of LTI systems, discussing testing methods, properties, definitions, and their relationship.

Covers structural modeling, state space models, and the Kalman filter in time series analysis.

Explores Luenberger observers in multivariable control systems, emphasizing observer stability, separation principle, and filter design.

Explores Maximum Likelihood Estimation, linear models, logistic regression, and Support Vector Machines.