CE842 Algorithms for Parameter and State Estimation

Course Name: 

CE842 Algorithms for Parameter and State Estimation


M.Tech (CE)


Elective (Ele)

Credits (L-T-P): 

(3 - 0 - 0) 3


Maximum likelihood (ML) estimation, Maximum a posteriori (MAP) estimation, Least squares (LS) estimation, Minimum mean square error (MMSE) estimation, Linear MMSE (LMMSE) estimation. LS estimation for linear and nonlinear systems, modeling stochastic dynamic systems, the Kalman filter for d iscrete time linear dynamic systems with Gaussian noise. Steady state filters for noisy dynamic systems, adaptive multiple model estimation techniques. Nonlinear estimation techniques, computational aspects of discrete time estimation.


Y. Bar-Shalom, X. Rong Li and T. Kirubarajan, Estimation with Applications to Tracking and Navigation, John Wiley & Sons, 2001.
F. L. Lewis, Optimal Estimation, John Wiley & Sons, 1986.
R. G. Brown and P. Y. C. Hwang, Introduction to Random Signals and Applied Kalman Filtering, John Wiley & Sons,1992.

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Dr. U. Shripathi Acharya,  Professor and Head, 
Department of E&C, NITK, Surathkal
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

  • Hot line: +91-0824-2473046

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