Course

ME225AV(SMC) - Stochastic Modeling and Control

Instructor(s): Astrom

Syllabus:

Stochastic Processes, State Models - Stochastic Differential Equations, Analysis of Linear Stochastic Systems, Stochastic Optimal Control, Input-output Models, Prediction and Minimum Variance Control, Kalman Filtering and LQG, Models from Data – Identification, Adaptive Control