AEM5451: Optimal Estimation

3 CreditsGoal 10 - People/EnvironmentGoal 6 - Hum: Arts/Lit/PhilOnline Available

Basic probability theory. Batch/recursive least squares estimation. Filtering of linear/non-linear systems using Kalman and extended Kalman filters. Applications to sensor fusion, fault detection, and system identification. prereq: [[MATH 2243 or STAT 3021 or equiv], [4321 or EE 4231 or ME 5281 or equiv]] or instr consent

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