GNSS/INS组合导航课程外国专家合作授课

专家姓名 : LING Keck Voon

国籍：Singapore（新加坡）

A Series of Lectures on Linear Estimation

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 often 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.

Intro:

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 DPhil 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. He also held a joint appointment as a senior scientist at the Singapore Institute of Manufacturing Technology (SIMTech) from 2005-2010. 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 their embedded 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.

课程安排(Course schedule)：

L1：9-11am, 3 June (Wed)

授课地点：国际学院505（Place：International School 505）

滤波估计理论背景知识

Background of filtering and estimation theory

L2：9-11am, 4 June (Thu)

授课地点：国际学院505（Place：International School 505）

最小二乘方法

Least squares method

L3: 9-11am, 9 June (Tue)

授课地点：国际学院501（Place：International School 501）

卡尔曼滤波方法

The method of Kalman filter

L4: 9-11am, 16 June (Tue)

授课地点：国际学院501（Place：International School 501）

最小二乘、卡尔曼滤波在导航系统中的应用

The applications of least squares and Kalman filter in navigation system

L5: 9-11am, 18 June (Thu)

授课地点：国际学院501（Place：International School 501）

MHE等先进滤波估计方法及其在导航系统中的应用前景

Some advanced filtering and estimation method like MHE and their prospect in navigation system