Estimation And Filtering

Host University

Virginia Tech


Fall 2022

Course Number

AOE 5784 CRN 91312 




Aerospace and Ocean Engineering


ML Psiaki

Course Information

Modeling of estimation problems including batch and dynamic problems; stochastic linear and nonlinear dynamic system models including Markov process models; batch nonlinear least-squares estimation; linear Kalman filtering and smoothing algorithms for dynamic problems; square-root information filtering and smoothing; nonlinear Kalman filtering, including the extended Kalman filter, the unscented Kalman filter, and particle filters; covariance analysis; filtering applications. Co: 5744 or 5754 or ECE 5744 or ME 5544 or ECE 5754 or ME 5554.