Optimal Filtering (ASI)

Informations générales

  • ECTS

    ECTS 1

Goal(s)

Linear random signal filtering principles. Theoretical calculation methods and  Adaptive experimental approaches.

Content(s)

- Continuous WIENER filtering
- Discrete-time  WIENER filtering with limited memory / Adaptives Algorithms
- Discrete-time Kalman filter

Prerequisites :

Test

DS 2h

Calendar

S1

Additional Information

14 h CM + 2 h BE + 2 h DS

Bibliography

Detection, Estimation and Modulation Theory, Part 1, Harry L. VAN TREES Wiley, 1968
Kalman Filtering CHANG & CHEN
Extraction of Signal From Noise, WAINSTEIN & ZUBAKOV, Prentice HALL

French State controlled diploma conferring a Master's degree

diplôme conférant grade de master contrôlé par l'Etat