ECE 660 - Optimization in Dynamic Control and Estimation

★ 3 (fi 6)(EITHER, 3-0-0)

Faculty of Engineering

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.

No past terms
No future terms
No syllabi

Winter Term 2023


Section Capacity Dates + Times Instructor(s)
2023-01-05 - 2023-04-12
MW 12:30 - 13:50 (ECERF W6-087)
Exam: 2023-04-21 @ 09:00 - 12:00 (ECERF W6-087)
Primary Instructor: Qing Zhao