Nov 08, 2024  
2024-2025 University Catalog 
    
2024-2025 University Catalog

ECE 58900 - State Estimation And Parameter Identification Of Stochastic Systems


Credit Hours: 3.00.  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 likelihood. Stochastic approximation, least squares, and random search algorithms. Offered in alternate years.Credits: 3.00