ECE 584: Estimation Theory

Basic concepts and principles of estimation theory. Topics include least squares estimation, recursive least squares estimation, best linear unbiased estimator, Bayes estimation, maximum likelihood estimation, maximum a posteriori estimation, conditional mean, Gauss-Markov random process, Kalman filtering, prediction, smoothing, and nonlinear estimation. Estimator bounds and properties are discussed.

Course information

3.00 credits
Section 01: Graduate Lecture

Location: Synchronous Online

Class: #14215

Wed, Sep 2, 2020 - Tue, Dec 8, 2020


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