urilogoUniversity of Rhode Island

ELE 661 Estimation Theory

Catalog description - Extraction of information from discrete and continuous data, best linear estimation, recursive estimation, optimal linear filtering, smoothing and prediction, nonlinear state and parameter estimation, design and evaluation of practical estimators.

Notes for fall 2002.

Data for spring 2007.
This file can be loaded into matlab using "load ELE661data". The resultant data will be called "x" and is a 500x1 real data array.