Stochastic Modeling Control

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

Prerequisites: 

Stochastic Processes in Engineering

Course Number: 

ME225AV