| | Standard Course Syllabus | Course Supervisor | Date of Approval |
| | Dept. of Electrical and Computer Engineering | Serrani | 3/05 |
| | 650 | Introduction to Estimation |
| | 2. | CATALOG DESCRIPTION |
| | Linear dynamic systems with random inputs, least squares estimation, mean-squared estimation, and Kalman filtering with |
| | applications in electrical and computer engineering. |
| | Quarters of Offering | Credits | | Level | Class Meeting |
| | Au Qtr. | 3 | U G | 3 cl. |
| | Course Prerequisites |
| | Prereq: 352, and Math 530 or Stat 427. |
| | 3. | PREREQUISITES BY TOPIC |
| | Basic knowledge of probability and random variables, discrete-time systems, z-transforms, signals and systems basics |
| | Courses that require this as a direct prerequisite |
| | 851, 894K |
| | 4. | Text(s) and Other Course Materials | Author(s) | Publisher |
| | Optimal State Estimation: Kalman, H Infinity, & Nonlinear | D. Simon | Wiley |
| | Approaches, 2006 |
| | ISBN: 978-0471708582 |
| | References (supplemental reading) |
| | [1] I. B. Rhodes, "A tutorial introduction to estimation and filtering," IEEE Transactions on Automatic Control, Vol. AC-16, |
| | no. 6, p. 688-706, 1971. |
| | [2] E. W. Kamen and J.K. Su, "Introduction to Optimal Estimation," Springer, 1999. |
| | [3] A. Gelb, editor, "Applied Optimal Estimation," M.I.T. Press, 1974. |
| | 5. | COURSE OBJECTIVES |
| | 1. Learn how to solve parameter and state estimation problems using least squares and Kalman filtering techniques. (Criteria |
| | 3(a),(e),(k)) |
| | 6. | TOPICS AND (# OF LECTURES) |
| | Batch least squares for estimation (2) |
| | Recursive lease squares estimation (4) |
| | Best linear unbiased estimator (2) |
| | Maximum likelihood estimation (3) |
| | Mean square estimation (2) |
| | Kalman filter (6) |
| | Weiner filter (1) |
| | Extended Kalman filter (4) |
| | Kalman-Bucy filter (2) |
| | Remaining lectures used for review or tutorial time on basic prerequisites. |
| | 7. | CLASS MEETING PATTERN | (For example, "3cl." means 3 48-min classes per week.) |
| | 3 cl. |
| | Thursday, August 14, 2008 09:18 AM |
| | Page 1 of 2 |