In-person class cancellation and work-from-home / Annulation des cours en présentiel et télétravail

Updated: Tue, 03/10/2026 - 17:14
In-person class cancellation and work-from-home / Annulation des cours en présentiel et télétravail. McGILL ALERT! Due to freezing rain all in-person classes and activities on Wednesday, March 11, will be cancelled. Staff are asked not to come to campus tomorrow unless they are required on site by their supervisor to perform necessary functions and activities. See your McGill email for more information.
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ALERTE McGILL! En raison de la pluie verglaçante, tous les cours et activités en présentiel prévus pour le mercredi 11 mars sont annulés. Nous demandons au personnel de ne pas se présenter sur le campus demain, à moins que leur superviseur ne leur demande d’être sur place pour accomplir des fonctions ou activités nécessaires au fonctionnement du campus. Pour plus d’informations, veuillez consulter vos courriels de McGill.

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McGill.ca / Overview / Summer Studies / Areas of Study / Summer 2022 Courses

Dernières mises à jour en lien avec la COVID-19 disponibles ici.
Latest information about COVID-19 available here.

ECSE 510 Filtering and Prediction for Stochastic Systems (3 credits)

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Note: This is the 2021–2022 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or jump to the newest eCalendar.

Offered by: Electrical & Computer Engr (Faculty of Engineering)

Overview

Electrical Engineering : Electrical Engineering: Basic notions. Linear state space (SS) systems. Least squares estimation and prediction: conditional expectations; Orthogonal Projection Theorem. Kalman filtering; Riccati equation. ARMA systems. Stationary processes; Wold decomposition; spectral factorization; Wiener filtering. The Wiener processes; stochastic differential equations. Chapman-Kolmogorov, Fokker-Plank equations. Continuous time nonlinear filtering. Particle filters. Applications.

Terms: This course is not scheduled for the 2021-2022 academic year.

Instructors: There are no professors associated with this course for the 2021-2022 academic year.

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