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 | 11:00-11:50am | MWF | 11 of 20 | Remigijus Mikulevicius | KAP138 |