Jan 02, 2025  
2017-2018 Undergraduate Bulletin 
    
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2017-2018 Undergraduate Bulletin [Archived Catalog]

ECE 58900 - 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: ECE 30200.

Cr. 3.
Dual Level Course
Dual Level, Undergraduate-Graduate