Course Details | Detailed Course Information | Course Staff | Course Timetable | Related Links
| Course Code | ELEC ENG 7002 |
| Course | Kalman Filtering and Tracking |
| Coordinating Unit | School of Electrical & Electronic Engineering, Faculty of Engineering, Computer and Mathematical Sciences |
| Term | Semester 2 2013 |
| Mode | Internal |
| Level | Postgraduate coursework |
| Location/s | North Terrace |
| Units | 3 |
| Contact | Up to 42 hours |
| Prerequisites | Not applicable |
| Corequisites | Not applicable |
| Incompatible | Not applicable |
| Assumed Knowledge | Linear algebra (matrices), probability theory, linear systems & MATLAB |
| Restrictions | Not applicable |
| Quota | Not applicable |
| Course Description | The Kalman Filter: Stochastic state-variable systems, Optimality criteria for the estimation of state variables; The Maximum-likelihood solution for independent Gaussian noise processes; The innovations sequence; The least-squares Kalman filter; Systems with correlated noise processes; Stochastic systems with time-invariant coefficients; The square-root algorithm; The extended Kalman filter, Adaptive system identification. Tracking Theory: Alpha-beta trackers, Kalman-filter tracking; Probability Data Association Tracking Hidden Markov models and the Viterbi Algorithm. |
Includes Learning Objectives, Learning Resources, Teaching & Learning
The enrolment dates, fees and full timetable of all activities for this course can be accessed from the Course Planner.
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