Recursive Estimation and Optimal Filtering

ENG EC 702

State-space theory of dynamic estimation in discrete and continuous time. Linear state-space models driven by white noise, Kalman filtering and its properties, optimal smoothing, non-linear filtering, extended and second-order Kalman filters, and sequential detection. Applications to radar, sonar, and optimal multitarget tracking, parameter identification.

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A1 Castanon PSY B53 MW 2:30 pm-4:15 pm

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