Academic Catalog


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.