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 | 8:30-9:50am | Wed, Fri | 5 of 20 | Sergey Lototsky | KAP138 |   |