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 | Dates + Times | Instructor(s) |
|---|---|---|---|
|
LECTURE B1
(17210) |
15 |
2024-01-08 - 2024-04-12
MW 12:30 - 13:50 (ECERF W6-006)
|
|