Basic Information
Static Systems# Random Variables, Least Squares Problems, Static Estimation. Discrete Time Systems# Random Sequences, State Estimation - The Kalman Filter, Smoothing and Prediction, Optimal Control. Continuous Time Systems# Stochastic Processes, Kalman Filter, Wiener Filter, Singular Cases, Fixed Order Estimation, Optimal Control - Lqg Problem.
Faculty: Mechanical Engineering
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Pre-required courses
Related Books
- Applied optimal control : optimization, estimation, and control - Bryson, Arthur E.
- Applied optimal control : optimization, estimation, and control - Bryson, Arthur E.
- Lessons in digital estimation theory - Mendel, Jerry M.
- Lessons in estimation theory for signal processing, communications, and control - Mendel, Jerry M.