ECTS
3 crédits
Crédits ECTS Echange
0.0
Composante
UFR Physique, Ingénierie, Terre, Environnement, Mécanique (PhITEM)
Période de l'année
Automne (sept. à dec./janv.)
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.
Heures d'enseignement
- CMTDCours magistral - Travaux dirigés16h
- TPTP12h
Pré-requis recommandés
Previous courses on linear systems control given by Robu and Prieur.
Période
Semestre 7