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George Mason University

2016-2017 University Catalog

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2016-2017 University Catalog

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ECE 722 - Kalman Filtering with Applications

Credits: 3
Not Repeatable for Credit
Offered by Electrical and Computer Engineering

Detailed treatment of Kalman Filtering Theory and its 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 the framework of Kalman filtering. Additional topics are nonlinear filtering problems, computational methods, and various applications such as global positioning system, tracking, system control, and others. Stochastic control problems include linear-quadratic-Gaussian problem and minimum-variance control.

Prerequisite(s): ECE 521 and 528 or equivalent, or permission of instructor.
Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0

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ECE 722 - Kalman Filtering with Applications