Legacy Course Catalog
ECE 589 - State Estimation And Parameter Identification Of Stochastic Systems
| Effectivity: | 05/13/2002 - 05/10/2003 @ Purdue West Lafayette 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. |
| School: | School Of Electrical And Computer Engineering |
| Department: | Electrical & Computer 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.
