Welcome to the 2026 graduate course in Optimal Filtering that I will give during the spring. The course gives 6 ECTS credits and is mostly based on the book:

T. Kailath, A. H. Sayed, and B. Hassibi. Linear Estimation. Prentice Hall, 2000.

I will kick of the course on Monday, March 9 10–12, in the Large Conference Room in Visionen. At this time I will introduce the course, and we will jointly schedule the remaining 5 lectures.

Please email Gustaf Hendeby <gustaf.hendeby@liu.se> if you intend to attend the course.

Looking forward to seeing you next week!

/Gustaf