MATH 573 - Random Signal Analysis and Kalman Filtering.

Institution:

Iowa State University

Subject:

Description:

(3-0) Cr. 3. F. Prereq : E E 324 or Aer E 331 or M E 370 or M E 411 or Math 341 or 395. Elementary notions of probability. Random processes. Autocorrelation and spectral functions. Estimation of spectrum from fi nite data. Response of linear systems to random inputs. Discrete and continuous Kalman fi lter theory and applications. Smoothing and prediction. Linearization of nonlinear dynamics.

Credits:

0.00 - 3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.iastate.edu

Phone Number:

(515) 294-5836

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.