Course Catalog 2009-2010
Basic

Basic Pori International Postgraduate Open University

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Course Catalog 2009-2010

ACI-42136 Stochastic Estimation and Control, 5 cr

Person responsible

Terho Jussila

Implementations

No implementations

Requirements

Exam or twelve week exams, four PC sessions of 90 minutes each.
Completion parts must belong to the same implementation

Learning outcomes

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

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     


Evaluation criteria for the course

Usual

Assessment scale:

Numerical evaluation scale (1-5) will be used on the course

Partial passing:

Completion parts must belong to the same implementation

Study material

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  


Prerequisites

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!

Prerequisite relations (Requires logging in to POP)

Correspondence of content

Course Corresponds course  Description 
ACI-42136 Stochastic Estimation and Control, 5 cr ACI-42130 Advanced Methods / Special Topics of System Theory, 5 cr  

Last modified04.01.2010
ModifierVirpi Hämäläinen