May 25, 2018  
2016-2017 University Catalog 
    
2016-2017 University Catalog [ARCHIVED CATALOG]

AAE 56800 - Applied Optimal Control And Estimation


Credit Hours: 3.00. This course introduces students to analysis and synthesis methods of optimal controllers and estimators for (stochastic) dynamical systems. The topics in this course include a review of probability and stochastic processes, classical estimation techniques, Pontryagin’s maximum principle, dynamic programming. Linear Quadratic Regulator problems (LQR), Kalman filter, duality of LQR with Kalman filter, Linear Quadratic Gaussian (LQG), and a range of engineering applications. Typically offered Spring.