Applied Estimation of Dynamic Systems

3 Credits

Estimation problems for dynamic systems in application; though the Kalman filter is analytically solvable for linear systems with normal distributions, beyond that, approximations must be made. The course is application-oriented and looks at different approximations and their suitability for different applications. During the latter half of the course particularly, estimation techniques, both new and well-established, are studied in the context of recent research literature. Students do a literature review project of their own choosing which can be in any application area.