ECE 589 - State Estimation and Parameter Identification of Stochastic Systems

Institution:

Indiana University-Fort Wayne

Subject:

Description:

Introduction to point estimation, least squares, Bayes risk, and maximum likelihood. Optimum mean-square recursive estimation for nondynamic stochastic systems. State estimation for discrete-time and continuous-time dynamic systems. Parameter identification of stochastic systems using maximum livelihood. Stochastic approximation, least squares, and random search algorithms. Preparation for Course P: ECE 302. Cr. 3. Dual Level Course Dual Level, Undergraduate-Graduate

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ipfw.edu

Phone Number:

(260) 481-6100

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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