Mar 14, 2025  
USC Catalogue 2024-2025 
    
USC Catalogue 2024-2025

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