Platzhalterbild fuer Branko Kovačević

Branko Kovačević

Branko Kovačević is a Senior Member of the IEEE; he received the Ph.D. degree from the University of Belgrade, Belgrade, Serbia, in 1984. In 1981, he joined the Faculty of Electrical Engineering, University of Belgrade, where he is currently Professor Emeritus. He is the author of eight books and more than 80 articles in scientific journals. His current research interests include robust estimation, system identification, adaptive and nonlinear filtering, optimal and adaptive control, and digital signal processing. He is a Member of the EURASIP, the WSAES, and the National Association ETRAN and a Corresponding Member of the Academy of Engineering Sciences of Serbia. He was the Recipient of the Outstanding Research Prize of the Institute of Applied Mathematics and Electronics, the Prize of the Serbian Association for Informatics, and the Prize of the Association of Radio Systems Engineers. He is Reviewer of IEEE Transactions on Automatic Control, the IFAC journal Automatica, and Signal Processing.


Željko Đurović received his Ph.D. degree from the Faculty of Electrical Engineering, University of Belgrade, Yugoslavia, in 1994. His M.Sc. was from the field of multiple target tracking (supervised by Prof. Srđan Stanković), while his Ph.D. was from the field of estimation theory and supervised by Prof. Branko Kovačević.


 

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Fundamentals of Stochastic Signals, Systems and Estimation Theory

Branko Kovačević

Review of The Theory of Probability and Random Variables.- Fundamentals of Stochastic Processes.- Linear Discrete-Time Stochastic Systems.- Linear Continuous Time Stochastic Systems.- Fundamentals of Estimation.- Optimum Nonrecursive Linear Estimation: Wiener Filtering.- Optimum Recursive Linear Estimation: Kalman Filtering.- Extensions of The Optimum Recursive (Kalman) Filter.
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16.02.2026
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