Mar 28, 2024  
Graduate Bulletin 2007-09 
    
Graduate Bulletin 2007-09 [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 likelihood. Stochastic approximation, least squares, and random search algorithms.

Preparation for Course
P: ECE 302.

Cr. 3.
Notes
For graduate engineering courses presented by tape delay from West Lafayette, contact Continuing Engineering Education in West Lafayette, 765-494-7015.
Dual Level Course
Dual-Level, Undergraduate-Graduate