This course covers the algorithms used to locate a stationary RF signal source, such as a radar, radio, or cell phone. The topics covered include: a review of vectors, matrices, and probability; linear estimation and Kalman filters; non-linear estimation and extended Kalman filters; robust estimation; data association; measurement models for direction of arrival, time difference of arrival, and frequency difference of arrival; geo-location algorithms; and performance analysis. Most of the course material is developed in planar Cartesian coordinates for simplicity; however, the extension to WGS84 coordinates is provided to equip the students for practical applications. Homework consists of both analytical problems and ones that require computer simulation using software such as MATLAB.
525.414: Probability and Stochastic Processes for Engineers; an undergraduate course in linear algebra/matrix theory; familiarity with MATLAB.