ELEC ENG 7002 - Kalman Filtering & Applications

North Terrace Campus - Semester 1 - 2016

The course information on this page is being finalised for 2016. Please check again before classes commence.

The Kalman Filter: Stochastic state-variable systems; Optimality criteria for the estimation of state variables; The maximum-likelihood solution for independent Gaussian noise processes; The innovations sequence; The least-squares Kalman filter; Systems with correlated noise processes; Stochastic systems with time-invariant coefficients; The square-root algorithm; The extended Kalman filter, Adaptive system identification.

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