Course Catalog 2009-2010 Basic Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

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

Additional information about prerequisites
Even simultaneous participation in ACI-21086 helps!

Correspondence of content

Last modified	04.01.2010
Modifier	Virpi Hämäläinen