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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Estimation and Filtering

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Code Completion Credits Range
XP35OFD ZK 4 3P+1S
Lecturer:
Vladimír Havlena (guarantor)
Tutor:
Vladimír Havlena (guarantor)
Supervisor:
Department of Control Engineering
Synopsis:

Methodology: experiment design, structure selection and parameter estimation. Bayesian approach to uncertainty description. Posterior probability density function and point estimates: MS, LMS, ML and MAP. Robust numerical implementation of least squares estimation for Gaussian distribution. Parameter estimation and state filtering - Bayesian approach. Kalman filter for white noise. Properties of Kalman filter. Kalman filter for colored/correlated noise.

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:

Kailath, T. et al., Linear Estimation, Prentice Hall 1999,

ISBN 0-13-022464-2

Note:
Further information:
https://moodle.dce.fel.cvut.cz/course/view.php?id=14
Time-table for winter semester 2019/2020:
Time-table is not available yet
Time-table for summer semester 2019/2020:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2019-09-15
For updated information see http://bilakniha.cvut.cz/en/predmet11521204.html