Apr 29, 2024  
2020-2021 Undergraduate Catalog 
    
2020-2021 Undergraduate Catalog [ARCHIVED CATALOG]

MATH 4883 - Statistical Estimation, Tim Series, Forecasting and Filtering


Credit Hours: 3
Students explore the basic concepts of statistical estimation, time series, forecasting and filtering. Topics covered include Kalman Bucy filter, its generalizations and applications to applied fields. Students utilize technology for the implementation of Kalman filtering applications.

Prerequisite(s): MATH 1154  and MATH 2113