EE5251: Optimal Filtering and Estimation

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

Basic probability theory, stochastic processes. Gauss-Markov model. Batch/recursive least squares estimation. Filtering of linear/nonlinear systems. Continuous-time Kalman-Bucy filter. Unscented Kalman filter, particle filters. Applications. prereq: [[[MATH 2243, STAT 3021] or equiv], CSE grad student] or dept consent; 3025, 4231 recommended

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