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: ECE 560 or equivalent.
| Section | Capacity | Class times | Login to view Locations |
|---|---|---|---|
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LECTURE B1
(83924) |
30 |
2027-01-04 - 2027-04-09 (TR)
12:30 - 13:50
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Primary Instructor: Qing Zhao
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