Στοχαστικός Έλεγχος
| Code | 3.3.3172.9 |
|---|---|
| Semester | 9th |
| Category | |
| Credits | 4 |
| Class Hours - Lab Hours | 3 - 0 |
| Lecturers | George Papavasilopoulos |
Description
Review of Deterministic Optimal Control. Stochastic Optimal Control for Discrete Time Systems with Full and Partial State Measurements. Dynamic Programming. LQG Problem. State Estimation. Kalman Filter. Separation, Certainty Equivalence. Infinite Time Problems. Optimal Stopping. Self Tuning and Suboptimal Control. Optimal Stochastic Control of Continuous Time Systems. Applications. Laboratory.