Nov 04, 2025  
2024 - 2025 Graduate Catalog 
    
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2024 - 2025 Graduate Catalog [ARCHIVED CATALOG]

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 .