Mathematical preliminaries (probability and linear systems); Conditions of optimality in dynamic systems (minimum principle, HJB equation); Linear quadratic (LQ) control; Minimum-time control; Least-squares estimator; Dynamic estimation; Design of various Kalman filters; Design of linear-quadratic Gaussian (LQG) control. Prerequisites: ECE560 or equivalent.
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
|
LECTURE B2
(79257) |
15 |
2025-01-06 - 2025-04-09 (TR)
11:00 - 12:20
|
|
| Section | Capacity | Class times | Login to view Instructor(s) and Location |
|---|---|---|---|
|
LECTURE B2
(87604) |
15 |
2026-01-05 - 2026-04-10 (TR)
11:00 - 12:20
|
|