Course: Optimal Filtering

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About

This is the home page of the Optimal Filtering course.

Course Responsible

Gustaf Hendeby, e-mail: gustaf.hendeby@liu.se, phone: +46(0)13-28 58 15.

Course: Optimal Filtering

Course: Optimal Filtering
gustaf.hendeby@liu.se

The Optimal Filtering course (6 ETCS credits) aims at giving the participant thorough knowledge in linear estimation and filter theory for discrete time systems. The main theme of the course is optimal linear filtering, i.e., Kalman and Wiener filtering.