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Dec 26, 2024
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SYS 7455 - 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 6452).
Comments: Formerly SYS 731.
Course revisions made after the Graduate Catalog publication date will be posted in the Graduate Catalog Addendum.
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