teaching

Instructor-AE 514: Estimation Theory

In Fall 2022, I was the primary instructor for AE 514: Estimation Theory at UW. All lecture notes and videos are updated here. Please send me emails if you have any questions or find anything wrong. I’d love to discuss with you!

Course Schedule (Tentative)

Date Topic Lecture Notes Lecture Videos Extra Resources
10/04/2022 Syllabus; Logistics; Curve fitting example; Least Squares Approximation Intro Lecture_1 Lecture_1 recording N/A
10/11/2022 Linear sequential estimation; Nonlinear least squares approximation; Probability review Lecture_2 Lecture_2 recording Prof. Matt Lorig AMATH 561/562: Introduction to Probability and Stochastic Processes
10/18/2022 Probability review; Minimum Variance Estimation without / with a priori Lecture_3 Lecture_3 recording
10/25/2022 Maximum Likelihood Estimation; Cramer Rao inequality Lecture_4 Lecture_4 recording
11/01/2022 Bayes Estimation; Summary and application for parameter estimation; Linear dynamic system review Lecture_5 Lecture_5 recording
11/08/2022 Discrete time Kalman filter Lecture_6 Lecture_6 recording
11/15/2022 Discrete time EKF / Continuous time KF Lecture_7 Lecture_7 recording
11/22/2022 EKF/UKF Lecture_8 Lecture_8 recording
11/29/2022 More about UKF/Particle filter Lecture_9 Lecture_9 recording
112/06/2022 Students project-presentation No lecture No video due to privacy protection

Co-Instructor

AE 513 Multivariable Control @UW

I was a co-instructor to this course, I gave lectures on Lyapunov Stability and Linear Quadratic Regulator(LQR) control.

LyapunovStability_1

LyapunovStability_2

LQR_1

LQR_2

LQR_3

Teaching Assistant Experiences

University of Washington

Date Course
2021/04-2021/06 AE 511 Classical Control Theory
2021/01-2021/03 AE 510 Linear Systems Theory
2020/09-2020/12 AE 514 Estimation Theory
2019/01-2019/03 AA 210 Engineering Statics
2018/09-2018/12 AA 547 Linear Systems Theory

Beihang University

2016/07 Beihang University's International Graduate Summer School
2014/09-2014/12 Navigation System Experiment