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 |
|---|---|---|---|
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LECTURE B1
(75813) |
15 |
2025-01-06 - 2025-04-09 (MW)
12:30 - 13:50
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