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Notes

Linear Quadratic Regulator

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. In this session, we will cover Linear Quadratic Regulator (LQR) theory and its applications in control systems.

Kalman Filter in 3 Ways

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. In this session, we will deviate Kalman Filter from three different perspectives: Geometric, Probabilistic, and Optimization approaches.

Optimal Estimation Theory

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. In this session, we will explore maximum a posteriori (MAP) estimation, minimum mean squared error (MMSE) estimation, maximum likelihood (ML) estimation, weighted least squares estimation, and linear minimum mean square error (LMMSE) estimation.

Linear Algebra & System Theory

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. In this session, we will cover essential mathematical tools and concepts from linear algebra, matrix theory, and system theory that are fundamental to networked sensing, estimation, and control.

Discrete Math Quick Notes

This is the review notes for key concepts and theorems in discrete mathematics, particularly focusing on modular arithmetic, divisibility, and the properties of integers.