Subject: Subject Sylbus: Fundamentals in Estimation Theory - 086777

Fundamentals in Estimation Theory - 086777
Credit
Points
3.0
 
Given In
Semester
b
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
3       9

Determination of the grade according to progress during the semester and a final examination.


Prerequisites: Random Processes in Aerospace Systems 086733
 
Incorporating Courses: Advanced Methods for System Identification 088757


Fundamental Concepts. Stochastic Processes (Review). Least Squares Estimators. the Orthogonality Principle. Statistical Characteristics and Convergence of Estimators. Cramer-Rao Bounds for Deterministic and Stochastic Parameters. Parameter Estimators: Blue, Maximum Likelihood, Maximum a Posteriori, Minimum Mean Squared Error. Kalman Filter. Extended Kalman Filter. Stationary and Time-Varying Parameter Estimation Using the Extended Kalman Filter. Examples for Estimation and Identification in Aerospace Systems.




Textbooks
PublishedPublisherAuthorsBook
1979prentice-hallj.m.mendellessons in digital estimation

Created in 13/12/2017 Time 12:50:29