VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

151-0566-00L

Recursive Estimation

VVZ CR 3.0

Last Updated: 2026-07-21 00:35:15

Abstract

Estimation of the state of a dynamic system based on a model and observations in a computationally efficient way.

Objective

Learn the basic recursive estimation methods and their underlying principles.

Content

Introduction to state estimation; probability review; Bayes' theorem; Bayesian tracking; extracting estimates from probability distributions; Kalman filter; extended Kalman filter; particle filter; observer-based control and the separation principle.

Resources

Lecture Notes

Lecture notes available on course website:http://www.idsc.ethz.ch/education/lectures/recursive-estimation.html

General Information