Logo ČVUT
CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2024/2025

Estimation and Filtering

The course is not on the list Without time-table
Code Completion Credits Range
XP35OFD ZK 4 2P+2C
Course guarantor:
Lecturer:
Tutor:
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
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-10-10
For updated information see http://bilakniha.cvut.cz/en/predmet11521204.html