Mar 28, 2024  
2020-2021 Academic Catalog 
    
2020-2021 Academic Catalog [Published Catalog]

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RCSS 504/5204 - Applied Estimation (3 cr.)



Description
Introduction to Probability, Probability theory, Bayes theorem, Bayesian Inference. Introduction to estimation. Linear Optimal Filters, Predictors, Smoothers, Nonlinear Filters. Kalman and Information filter, Continuous and Discrete Time Kalman Filter. Extended Kalman filter and implementation, Unscented Kalman Filter (UKF). Distributed Kalman filter over network. Particle filter, Rao-Blackwellized Particle Filter (RBPF). Particle filter Fast SLAM. Case Studies.
 



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