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 | Instructor(s) |
---|---|---|---|
LECTURE B1
(17210) |
20 |
2024-01-08 - 2024-04-12 (MW)
12:30 - 13:50
ECERF W6-087
|
Primary Instructor: Qing Zhao
|