University 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.

ELE661_data_2016.mat for spring 2016.
This file can be loaded into matlab using "load ELE661_data_2016". The resultant data will be called "x" and is a 100x1 real data array.