Estimation Theory

Code accompanying the module Estimation Theory & Machine Learning (TUM) in the summer semester 2023.

Detection

detection hypotdesis PDFs false alarm, missed detecion and detection probabilities receiver operation characteristic (ROC) curves Gaussian hypothesis and their ROC curves

example: comparison of multiple detectors and their ROC curves

---

Kalman Filter

Scripts to implement and apply the Kalman Filter.

state transition step measurement step Kalman gain

example: Constant motion of a car, measured under influence of Gaussian noise