Jun 26, 2022  
Graduate 2021-2023 
    
Graduate 2021-2023

EECE 5610 - Stochastic Estimation Methods for Engineering Design (3)


The linear Kalman Bucy filter, non-linear filtering, the extended Kalman filter, and second order filters. Structure of stochastic feedback control system. Interplay between modeling issues and mathematical design. Practical aspects of compensator realization. Prerequisite(s): ENGR 5300 .