Kalman and Adaptive Filtering

Course Number: ECE248     Edit
Focus Area: Stochastic Control
Units: 4
Faculty Responsible:
Course Pre-requisits:
Short Description:
Least-squares estimation for processes with state-space models. Wiener filters and spectral factorization. Kalman filters, smoothing and square-root algorithms. Steady-state filters. Extended Kalman filters for non-linear models. Fixed-order and order-recursive adaptive filters.
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