Stochastic Models, Estimation and Control D
Aalto University
<p>Basics of statistics and stochastic processes. Basic concepts in estimation, ML, MAP, LS, MMSE; unbiased estimators. Linear estimation in static systems. Optimal state estimation in discrete linear dynamic systems, Kalman filter and information filter. Optimal State estimation in nonlinear dynamic systems, recursive functional relationship. Approximation of optimal nonlinear state estimation, particle filter, extended Kalman filters, 1st and 2nd order. Adaptive estimation. Duality of estimation and control. Main approaches in stochastic control.</p>
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Course dates
02 September 2025 - 05 December 2025
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Course organizer
Arto Visala
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Place/Venue
School of Electrical Engineering / Department of Electrical Engineering and Automation
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City
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Country
Finland
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Workload
5
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Link
https://mycourses.aalto.fi/course/search.php?...
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