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    Purdue University
   
 
  Nov 19, 2017
 
 
    
2017-2018 University 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.