ASEN 5044 - Statistical Estimation for Dynamical Systems Course uri icon

Overview

description

  • Introduces theory and methods of statistical estimation for general linear and nonlinear dynamical systems, with emphasis on aerospace engineering applications. Major topics include: review of applied probability and statistics; optimal parameter and dynamic state estimation; theory and design of Kalman filters for linear systems; extended/unscented Kalman filters and general Bayesian filters for non-linear systems.