Lecture 2
Tid: Torsdag 24 oktober 2013 kl 10:15 - 12:00
Plats: Q11
Info:
Signal Estimation Methods
- Minimum mean-square error estimation
- Prediction, filtering and smoothing.
- Optimal filtering.
- Wiener/Kalman/particle filters
Reading material
Ljung: Chapter 3
Optional material
Lecturer
Håkan Hjalmarsson