AOE-5784: Model-Based Estimation and Kalman Filtering

Description: 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.

Pathways: N/A

Course Hours: 4 credits

Corequisites: AOE-5744 or AOE-5754 or ECE-5744 or ME-5544 or ECE-5754 or ME-5554.

Crosslist: N/A

Repeatability: N/A