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2009-2010 University Catalog
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IT 841 - Kalman Filtering with ApplicationsCredits: 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
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