May 15, 2024  
2018-2019 Graduate Catalog 
    
2018-2019 Graduate Catalog [ARCHIVED CATALOG]

Add to Catalog (opens a new window)

EE 8361 - Optimal Control


Credits: 3

Topics related to deterministic system control include applications of the variational calculus using Hamiltonian methods, optimization with control variable constraints, maximum principle, linear quadratic problem, Ricatti equation and principle of optimality. Optimal stochastic control discusses point estimation, state estimation, Kalman filter, linear quadratic Gaussian problem, and separation principle. Prerequisites: EE 7360  and EE 7375 .



Add to Catalog (opens a new window)