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Week - 1 |
Review of fundamental concepts (Signals and Systems, Linear State Space Models,
Random Processes etc.) |
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Week - 2 |
Review of fundamental concepts (Signals and Systems, Linear State Space Models,
Random Processes etc.) |
|
Week - 3 |
Deterministic Least Squares Problems |
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Week - 4 |
Deterministic Least Squares Problems |
|
Week - 5 |
Stochastic Least Squares Problems |
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Week - 6 |
Stochastic Least Squares Problems |
|
Week - 7 |
The Innovation Process |
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Week - 8 |
The Innovation Process |
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Week - 9 |
Wiener Theory for Scalar Processes |
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Week - 10 |
Wiener Theory for Scalar Processes |
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Week - 11 |
Linear Kalman Filter |
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Week - 12 |
Linear Kalman Filter |
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Week - 13 |
Extended Kalman Filter |
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Week - 14 |
Extended Kalman Filter |