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Dec 28, 2025
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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.
Learning Outcomes
1. Study analysis and synthesis methods of optimal controllers and estimators for stochastic dynamical systems.
2. Present a review of probability and random processes, calculus of variations, dynamic programming, Maximum Principles, optimal control and estimation, duality, and optimal stochastic control.
3. Learn how to effectively communicate their ideas and how to formulate a problem and solve it.
Credits: 3.00
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