EE 5251: Optimal Filtering and Estimation

3 CreditsOnline 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

View on University Catalog

All Instructors

A- Average (3.656)Most Common: A (56%)

This total also includes data from semesters with unknown instructors.

138 students
SWFDCBA
  • 4.44

    /5

    Recommend
  • 4.35

    /5

    Effort
  • 4.50

    /5

    Understanding
  • 4.42

    /5

    Interesting
  • 4.56

    /5

    Activities


      Contribute on our Github

      Gopher Grades is maintained by Social Coding with data from Summer 2017 to Fall 2023 provided by the Office of Institutional Data and Research

      Privacy Policy