SYS 731 - Stochastic Optimal Control and Estimation Theory

(4 credits)

Foundation of stochastic optimal control and estimation theory. Continuous-time and discrete-time stochastic linear and nonlinear systems; analysis and design of stochastic optimal control systems; nonlinear filtering smoothing and prediction theory; and adaptive control estimation. Offered fall, odd years.

Prerequisite(s): Student must meet prerequisite (SYS 630).

Course revisions made after the Graduate Catalog publication date will be posted in the Graduate Catalog Addendum.