ASEN 5044 - Statistical Estimation for Dynamical Systems
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Course Objectives
This course introduces students to the theory and methods of state estimation for general linear and nonlinear dynamical systems, with a particular emphasis on aerospace and other engineering applications. Major topics include: review of applied probability and statistics; modeling and optimal state estimation for stochastic dynamical systems; theory and design of Kalman filters for linear systems; linearized and extended Kalman filters for non-linear systems.