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) |
|---|---|---|---|
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LECTURE B01
(49294) |
15 |
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
|