ECE 584 - Estimation Theory

This graduate level course is designed to follow the stochastic processes course. The main goal of this course is to help students understand concepts of estimation theory with specific focus on stochastic prediction. Both theoretical and practical aspects of t estimation theory are covered. Topics include modeling linear dynamic systems, linear prediction and filtering, implementation issues, non-linear prediction, and diagnostics statistics. Computer simulation will be used to implement the theories and solve real world problems such as navigation using sensors.

Prerequisites & Notes
Students are required to have knowledge of probability theory and advanced statistics.

ECE 515 or instructor’s permission

Credits: 3