MAE 5523

Estimation Theory

Oklahoma State University · UGRD · Fall 2026

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Description: Stochastic model development, parameter estimation and state estimation. The linear model, model order determination, least squares, estimation, maximum likelihood estimation, Bayesian estimation. Gaussian random vectors, estimation in linear and Gaussian models, state estimation, the Kalman filter, prediction and smoothing. Same course as ECEN 5523.

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Class #oklahoma_state-5506Fall 2026UGRD
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