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.
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.
