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ACI-42136 Stochastic Estimation and Control, 5 cr |
Terho Jussila
Lecture times and places | Target group recommended to | |
Implementation 1 |
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Exam or twelve week exams, four PC sessions of 90 minutes each.
Completion parts must belong to the same implementation
Kalman filtering , stochastic Linear Quadratic control in both DT (Discrete-Time) and CT (Continuous-Time) domain , Batch and Recursive Identification including statistical results, Self-Tuning Control.
Content | Core content | Complementary knowledge | Specialist knowledge |
1. | Kalman prediction (DT) and filtering (CT , DT). | Extended Kalman Filter | |
2. | Weighted Estimation and Identification, Recursive Least Squares | Recursive estimation of noise variance | |
3. | DT finite and infinite horizon LQ control | Model Predictive Control | |
4. | Square Root Algorithms | ||
5. | Self-Tuning Control |
Usual
Numerical evaluation scale (1-5) will be used on the course
Type | Name | Author | ISBN | URL | Edition, availability, ... | Examination material | Language |
Book | Digital Control of Dynamic Systems | G.F.Franklin, J.D.Powell,M.Workman | 0-201-33153-5 | English | |||
Book | Linear Optimal Control | J. B. Burl | 0-201-80868-4 | English |
Course | Mandatory/Advisable | Description |
ACI-20016 Basic Course in Automation Technology | Advisable | |
ACI-21086 Control System Design with Matlab | Advisable |
Additional information about prerequisites
Even simultaneous participation in ACI-21086 helps!
Course | Corresponds course | Description |
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Description | Methods of instruction | Implementation | |
Implementation 1 | Implementation of Spring 2010 |