Stochastic estimation and control
Master
In Maynard (USA)
Description
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Type
Master
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Location
Maynard (USA)
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Start date
Different dates available
The major themes of this course are estimation and control of dynamic systems. Preliminary topics begin with reviews of probability and random variables. Next, classical and state-space descriptions of random processes and their propagation through linear systems are introduced, followed by frequency domain design of filters and compensators. From there, the Kalman filter is employed to estimate the states of dynamic systems. Concluding topics include conditions for stability of the filter equations.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Systems
Course programme
Lectures: 2 sessions / week, 1.5 hours / session
The course meets twice weekly.
16.06, 6.041 or 6.431.
Brown, Robert Grover, and Patrick Y. C. Hwang. Introduction to Random Signals and Applied Kalman Filtering. New York: John Wiley & Sons, March 1992. ISBN: 0471525685.
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Stochastic estimation and control