| |
May 15, 2024
|
|
|
|
|
Undergraduate Bulletin 2006-2008 [Archived Catalog]
|
ECE 589 - State Estimation and Parameter Identification of Stochastic Systems
Introduction to point estimation, least squares, Bayes risk, and maximum likelihood. Optimum mean-square recursive estimation for nondynamic stochastic systems. State estimation for discrete-time and continuous-time dynamic systems. Parameter identification of stochastic systems using maximum livelihood. Stochastic approximation, least squares, and random search algorithms.
Preparation for Course
P: 302.
Cr. 3.
|
|
