EE706 - Stochastic Control Theory
- Credit Hours:
- 3
- Prerequisites:
- EE 701 or approval of instructor.
- Description:
-
The analysis and control of dynamical processes subject to random
inputs, noisy measurements and uncertain parameter variations. Topics studied
include the mathematical theory of random processes, linear operations
on random processes, Wiener and Kalman filtering theories, the LQG control
problem, the Separation Principle, the identification problem.
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