Summary:

The problem of estimating the state of a dynamic system is encountered in many areas of engineering such as communication, control and signal processing. In this course, we will largely follow the textbook: "Linear Estimation" by Kailath, Sayed and Hassibi, Prentice-Hall 2000, and focus on estimation problems for discrete time, finite dimensional linear systems with state space models. We will begin with a brief review of the so-called asymptotic observer for estimating the state of a dynamical system. Then we will discuss how to modify it when random disturbances are presence. The resulting optimum transient observer will, in fact, be a basic form of the celebrated Kalman filter for state estimation. To handle constraints that one of ten encounter in practical applications, the idea of Moving Horizon Estimation will be introduced and illustrated with application examples in Vector Tracking loops for GNSS receivers.

Bio:

Dr Keck Voon LING is currently an Associate Professor in the School of Electrical and Electronic Engineering, Nanyang Technological University (NTU), Singapore. He received his B. Eng and D Phil degrees from the National University of Singapore and Oxford University, UK, in 1988 and 1992 respectively. He was awarded the Commonwealth Fellowship (2001) and the Tan Chin Tuan Fellowship (2006)and was a visiting researcher at the Department of Engineering, University of Cambridge in 2001 and 2006. Heal so held a joint appointment as a senior scientist at the Singapore Institute of Manufacturing Technology (SIMTech) from2005-2010. From 2006-2010, Dr Ling was the Programme Manager of the A*STAR Embedded and Hybrid System II(EHS-II) Research Programme. Dr Ling's main research interests include Model Predictive Control, Moving Horizon Estimation, and the item bedded implementations and applications for fast dynamic systems. In recently years, he is applying his research to multi-band GNSS software receivers as well as navigation and positioning applications.

Course schedule：

L1：2:30-4:30 pm, 4 July (Mon)

Place：Room 505, International School

Review of linear estimation

L2：2:30-4:30 pm, 7 July (Thu)

Place：Room 505, International School

Carrier tracking of GNSS signal in challenging environment

L3: 2:30-4:30 pm, 8 July (Fri)

Place：Room 505, International School

Embedded ADMM based QP solver with polytope constraints