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Nov 08, 2024
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2024-2025 University Catalog
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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
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