Legacy Course Catalog
E E 589 - Param Ident Stoch Syst
| Effectivity: | 08/20/2001 - 05/12/2002 @ Purdue Fort Wayne Traditional |
|---|---|
| Credits: | 3 |
| Instructional Types: | Lec |
| Usually Offered: | fal spr |
| Short Title: | Param Ident Stoch Syst |
| Description: | Introduction to point estimation, least squares, Bayes risk and maximum likelihood. Optimum mean-square recursive estimation for nondynamic stochastic systems. State estimation for discrete-time and continuous-time dynamic systems. Parameter identification of stochastic systems using maximum likelihood. Stochastic approximation, least squares, and random search algorithms. |
| Department: | Engineering |
| Credit By Exam: | NO |
| Repeatable Flag: | NO |
| Temporary Flag: | NO |
| Full Time Privilege Flag: | NO |
| Honors Flag: | NO |
| Variable Title Flag: | NO |
Fall 2007 *** indicates the course was still an active course and was transferred to the Banner Catalog effective Spring 2008. This course was not expired Fall 2007.
