Melbourne School of Engineering
Nonlinear Signal Processing Laboratory

WEEKLY

Fridays

1pm - 2pm

(Greewood Theatre, Level 1, EEE Bldg 193)

Luenberger. Optimization by Vector Space Methods.

This book is a classic in its field.  It uses functional analysis to study infinite-dimensional optimisation problems.

2.30pm – 3.30pm

(Greewood Theatre, Level 1, EEE Bldg 193)

Elliot et al. Hidden Markov Models: Estimation and Control

This book will be taught in a way which makes it an introduction to stochastic filtering.  The advantage of Hidden Markov Models is that they are easy to understand yet quite powerful because they are nonlinear.  Optimal filters will be derived using the reference probability method.