Mathematics 508:

Filtering Theory (3 units)

Theory of random differential equations and stochastic stability; optimum linear and nonlinear filtering, with discussion of asymptotic behavior of filter.
SectionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
39718RLecture2:00-2:50pmMWF10 of 20Sergey LototskyKAP138
Information accurate as of 8/7/2009 4:48 PM.