ECE 660 - Optimization in Dynamic Control and Estimation

★ 3 (fi 6)(EITHER, 3-0-0)

Faculty of Engineering

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.

No syllabi

Winter Term 2024

Lectures

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