Handouts

• Applied Stochastic Control: A Forty-Year Long Paper Trail, by Guy A. Dumont

• "Filtering for Markov Chains", by Sanjoy K. Mitter, ETH Lecture Notes, Section 7, April-May, 2002.

• Generalized Decision-Feedback Equalization for Packet Transmission with ISI and Gaussian Noise,by J.M. Cioffi and G.D. Forney, Jr., from ..., Chapter 4.

• A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition, by Lawrence R. Rabiner, Proceedings of the IEEE, Vol. 77, No. 2, February 1989.

• Levinson-Durbin Algorithm, handwritten notes by S.K. Mitter, March 18, 2002.

• Possible Subjects for Term Papers, handwritten notes by S.K. Mitter, April 1, 2002.

• Remaining Lecture Schedule, handwritten notes by S.K. Mitter, April 1, 2002.

• Recursive Least Squares Algorithm (4/23/00) and System Identification as Approximation (4/19/00), handwritten notes by S.K. Mitter, April 22, 2002.

• The Minimum Description Length Principle in Coding and Modeling, by A. Barron, IEEE Trans. Info. Theory, 40, October 1998, p. 2743.

• Steady State Kalman Filter & the Wiener Filter, handwritten notes by S.K. Mitter, April 24, 2002.

• Order Determination & Maximum Likelihood Estimation, handwritten notes by S.K. Mitter, April 23, 2002.

• Maximum Likelikood Estimation, handwritten notes by S.K. Mitter, May 6, 2002.

• On Neural Network Model Structures in System Identification, by L. Ljung, J. Sjoberg and H. Hjalmarsson.

• Input Design, handwritten notes by S.K. Mitter, May 13, 2002.

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