This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...
His current projects involve real-time control of stochastic processes which not only involve implementation of Kalman Filters but also adaptive strategies for self-tuning and disturbance ...
ELEC_ENG/COMP_ENG 395-0 (Probabilistic Systems) or ELEC_ENG 422-0 (Random Processes in Communication and Control I) recommended. Applications of adaptive filtering to speech processing and noise ...