Feb 21, 2025  
USC Catalogue 2015-2016 
    
USC Catalogue 2015-2016 [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