Class Id: 9191
Days: TTh
Start Time: 03:00 PM
End Time: 04:20 PM
Building: EQUAJ
Room: J201
Course Id: 4096
Departments and Numbers: MAE 546
Area:
Title: Optimal Control and Estimation
Description: An introduction to stochastic optimal control theory and application. It reviews mathematical foundations and explores parametric optimization, conditions for optimality, constraints and singular control, numerical optimization, and neighboring-optimal solutions. Least-squares estimates, propagation of state estimates and uncertainty, and optimal filters and predictors; optimal control in the presence of uncertainty; certainty equivalence and the linear-quadratic-Gaussian regulator problem; frequency-domain solutions for linear multivariable systems; and robustness of closed-loop control are all studied.
Prerequisites:
Professors: Robert F. Stengel
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Created by Bob Dondero.