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AE 5336. OPTIMAL ESTIMATION OF DYNAMIC SYSTEMS. 3 Hours.

Kalman filter design and implementation. Optimal filtering for discrete-time and continuous-time dynamical systems with noise. Wiener filtering. State-space determination. Offered as EE 6327, AE 5336 and ME 5336. Credit will be granted only once. Prerequisite: Prior introductory systems or identification course is desirable.