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 A01
(58920) |
20 |
2025-09-02 - 2025-12-08 (TR)
12:30 - 13:50
|
|