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May 15, 2024
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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 .
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