### Mathematics 508:

## Filtering Theory (3.0 units)

Theory of random differential equations and stochastic stability; optimum linear and nonlinear filtering, with discussion of asymptotic behavior of filter.

**Prerequisite:**MATH 507A

Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
---|---|---|---|---|---|---|---|---|---|

39718R | 001 | Lecture | 2:00-2:50pm | MWF | 2 of 20 | Remigijus Mikulevicius | GFS213 |