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: |
|
| 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.
