EC ENGR 210B

Optimal Linear Estimation

Description: (Formerly numbered Electrical Engineering 210B.) Lecture, four hours; outside study, eight hours. Preparation: prior training in probability theory, random processes, linear algebra, and adaptation. Enforced requisite: course 210A. Adaptation, learning, estimation, and detection over networks. Steepest-descent algorithms, stochastic-gradient algorithms, convergence, stability, tracking, and performance analyses. Distributed optimization. Online and distributed adaptation and learning. Synchronous and asynchronous network behavior. Incremental, consensus, diffusion, and gossip strategies. Letter grading.

Units: 4.0
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