UE Linear optimal control

Diplômes intégrant cet élément pédagogique :

Descriptif

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.

Pré-requis recommandés

Previous courses on linear systems control given by Robu and Prieur.

Informations complémentaires

Langue(s) : Anglais