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ELEC 5650 - Networked Sensing, Estimation and Control

"We have decided to call the entire field of control and communication theory, whether in the machine or in the animal, by the name Cybernetics, which we form from the Greek ... for steersman."

 -- by Norbert Wiener

This is the lecture notes for "ELEC 5650: Networked Sensing, Estimation and Control" in the 2024-25 Spring semester, delivered by Prof. Ling Shi at HKUST. The notes covered fundamental concepts in networked systems, including necessary mathematical tools, estimation theory, Kalman Filter, and Linear Quadratic Regulator.

  1. Mathematic Tools
  2. Estimation Theory
  3. Kalman Filter
  4. Linear Quadratic Regulator

Reference

ImageSource
https://en.wikipedia.org/wiki/Linear_algebra
https://en.wikipedia.org/wiki/Joint_probability_distribution
https://interactivetextbooks.tudelft.nl/linear-algebra/Chapter7/GramSchmidt.html
https://ww2.mathworks.cn/videos/series/understanding-kalman-filters.html
https://www.mathworks.com/help/control/getstart/linear-quadratic-gaussian-lqg-design.html