Jekyll2026-10-16T02:04:35+00:00https://optfilt.edu.hendeby.se/feed.xmlCourse: Optimal FilteringThe Optimal Filtering course (6 ECTS 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.The schedule has been updated2026-03-10T00:00:00+00:002026-03-10T00:00:00+00:00https://optfilt.edu.hendeby.se/2026/03/10/Schedule-updateThe course schedule has now been updated based on what we agreed upon during the first lecture.

You can find the dates, times, and locations for all lectures on the lecture page. The deadlines for the exercises and the project have also been adjusted accordingly and are available on the assignment page.

]]>Welcome to the 2026 graduate course in Optimal Filtering2026-03-02T00:00:00+00:002026-03-02T00:00:00+00:00https://optfilt.edu.hendeby.se/2026/03/02/WelcomeWelcome 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

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