EE 5329 Lectures 2021

1
EE 5329 Lectures 20-21

• Mean Square and Maximum Likelihood, Batch and
  Recursive Estimation
• Discrete-time Kalman Filter
• Discrete measurement of Continuous-Time Systems
• Continuous-Time Kalman Filter with Continuous and
  Discrete measurements
• Basics of Nonlinear Extended Kalman filter

2
Textbook Readings

• Reading
• 1.1,1.2, 1.4, 2.1-2.5, 3.1, 3.7, 5.3 F. Lewis
  text