ECE 614 - Estimation Theory

Presents estimation theory from a discrete-time viewpoint. One-half of the course is devoted to parameter estimation, and the other half to state estimation using Kalman filtering. The presentation blends theory with applications and provides the fundamental properties of, and interrelationships among, basic estimation theory algorithms. Although the algorithms are presented as a neutral adjunct to signal processing, the material is also appropriate for students with interests in pattern recognition, communications, controls, and related engineering fields. (Y)

Prerequisites & Notes
Prerequisite: ECE 611 or instructor permission.

Credits: 3