SYS 6400 - Estimation and Control Theory

(4 credits)

Stochastic differential and difference equations; Luenberger observer theory; Kalman-Bucy filtering theory; design of stochastic optimal and microprocessor-based control systems; duality between optimal estimation and control problems; the separation principle; simulation and laboratory implementation of observers and filters in stochastic control system.

Prerequisite(s): Student must meet prerequisite (SYS 5404 or ECE 5404).

Comments: Formerly SYS 631.

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