Estimation And Filtering

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.