Degrees incorporating this pedagocial element :
Description
Deterministic Linear Quadratic Regulator (LQR), Riccati equations, stochastic linear optimal control, Kalman filter, Linear Quadratic Gaussian (LQG) control, discrete-time linear optimal control and observers.
Objectives:
Solutions of optimal control and optimal state estimation problems with quadratic costs for deterministic and stochastic linear systems, in continuous and discrete-time.
Recommended prerequisite
Previous courses on linear systems control given by Robu and Prieur.
Courses offered by :
In brief
Credits : 3Number of hours
- Lectures (CM) & Teaching Unit (UE) : 16h
- Practical work (TP) : 12h
Language(s) : English
International students
Open to exchange students