Course

ECE248 - Kalman and Adaptive Filtering

Units: 4

Instructor(s): Byl

Syllabus:

Least-squares estimation for processes with state-space models. Wiener filters and spectral factorization. Kalman filters, smoothing and square-root algorithms. Steady-state filters. Extended Kalman filters for non-linear models. Fixed-order and order-recursive adaptive filters.