EE 6327. KALMAN FILTERING. 3 Hours.
Kalman filter design and implementation. Optimal filtering for discrete-time and continuous-time dynamical systems with noise. Wiener filtering. State-space determination. Also offered as AE 5336/ME 5336. Credit will be granted only once. Prior introductory systems or identification course, such as EE 5307 or EE 5327, is desirable. Credit will be granted only once.