Basic Information
Basic Concepts in Statistical Estimation. Stochastic Systems Models. The Wiener Filter. State Estimation in Linear Systems# Kalman Filtering. Smoothing and Prediction. The Extended Kalman Filter For Non-linear Systems. Particle Filters. Multiple Model Estimation. Introduction to Systems Identification. Hidden Markov Models. The Em Algorithm. Applications to Navigation, Tracking, Signal Processing, Speech Identification, Computer Vision and Neural Networks.