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16.32 Principles of Optimal Control and Estimation
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Graduate (Spring)
Prereq: 16.31 and 18.0851
Units: 3-0-9
Lecture: MW2.30-4 (1-390) +final
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Fundamentals of optimal control and estimation for discrete and continuous systems. Briefly reviews constrained function minimization and stochastic processes. Topics in optimal control theory include dynamic programming, variational calculus, Pontryagin's maximum principle, and numerical algorithms and software. Topics in estimation include least-squares estimation, and the Kalman filter and its extensions for estimating the states of dynamic systems. May include an individual term project.
S. R. Hall
No textbook information available