IT 841 - Kalman Filtering with Applications

Institution:

George Mason University

Subject:

Description:

Credits: 3 Cross-Listed with ECE 722 Detailed treatment of Kalman Filtering Theory and applications, including some aspects of stochastic control theory. Topics include state-space models with random inputs, optimum state estimation, filtering, prediction and smoothing of random signals with noisy measurements, all within framework of Kalman filtering. Additional topics are nonlinear filtering problems, computational methods, and various applications such as global positioning system, tracking, and system control. Stochastic control problems include linear-quadratic-Gaussian problem and minimumvariance control. Prerequisites ECE 521 and 528 or equivalent, or permission of instructor. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gmu.edu

Phone Number:

(703) 993-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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