Sep 08, 2024  
USC Catalogue 2022-2023 
    
USC Catalogue 2022-2023 [ARCHIVED CATALOGUE]

MATH 508 Filtering Theory

Units: 3
Theory of random differential equations and stochastic stability; optimum linear and nonlinear filtering, with discussion of asymptotic behavior of filter.
Prerequisite: MATH 507a .
Instruction Mode: Lecture
Grading Option: Letter