Stochastic Estimation and Control

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Course Details

Cost

FREE

Upcoming Schedule

  • On demand

Course Provider

MIT online courses
MIT OpenCourseWare makes the materials used in the teaching of almost all of MIT's subjects available on the Web, free of charge. With more than 2,200 courses available, OCW is delivering on the promise of open sharing of knowledge.
MIT OpenCourseWare makes the materials used in the teaching of almost all of MIT's subjects available on the Web, free of charge. With more than 2,200 courses available, OCW is delivering on the promise of open sharing of knowledge.
Provider Subject Specialization
Humanities
Sciences & Technology
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Course Description

The major themes of this course are estimation and control of dynamic systems. Preliminary topics begin with reviews of probability and random variables. Next, classical and state-space descriptions of random processes and their propagation through linear systems are introduced, followed by frequency domain design of filters and compensators. From there, the Kalman filter is employed to estimate the states of dynamic systems. Concluding topics include conditions for stability of the filter equations.

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