Academic Catalog

EE557 ESTIMATION THEORY

Course Code:	5670557
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	8.0
Department:	Electrical And Electronics Engineering
Language of Instruction:	English
Level of Study:	Graduate
Course Coordinator:	Prof.Dr. UMUT ORGUNER
Offered Semester:	Fall Semesters.

Course Content

Gauss-Markov process and stochastic differential equations. Bayesian estimation theory. Maximum likelihood, linear minimum variance and least-square estimations. Properties of estimators; error analysis. State estimation for linear systems, Kalman-Bucy and Wiener filters. Smoothing and prediction. Nonlinear estimation. Filter implementation. Applications to communication, control, system identification and biomedical engineering.