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ECE240

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ECE 240 - Optimal Estimation and Filtering

Full Course Title

Optimal Estimation and Filtering

Instructor Name(s)

STAFF

Course Description

Optimal estimation concepts and theory (minimum variance, least squares, and maximum likelihood estimation), optimal recursive algorithms for discrete- and continuous-time filtering of noisy signals and data. Wiener and Kalman filters, stability of recursive optimal filtering algorithms, modeling errors in recursive filters.

Unit Value

4

Maximum number of times course can be repeated for additional credit

99

Maximum Units

99

Prerequisites

ECE 139 or equivalent.

Repeat Comments

Not open for credit for those who have taken ECE 240A.