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ELEC ENG 7002 - Kalman Filtering and Tracking

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Course Details

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.

Detailed Course Information

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Course Information
Wills Building

THE UNIVERSITY OF ADELAIDE
SA 5005 AUSTRALIA


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