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University of Colorado Denver/Anschutz Medical Campus Course Info

Denver, Colorado

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Course Info

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ELEC 5210

Optimization Methods in Engineering

Unconstrained optimization, gradient methods, conjugate direction methods, data fitting and function estimation. Applications in control, system identification and radar systems. Optimization over a convex set, LMS algorithms in adaptive systems, convergence properties. Nonlinear programming, Lagrange multipliers, projection algorithms, games and minimax theorem, application to H infinity control, communication and signal processing

Units: 3.0

Hours: 3 to 3

Prerequisites:
MATH 3191 - Applied Linear Algebra