|
|
|||||||||||||||||
ACI-42136 Stochastic Estimation and Control, 5 cr |
Terho Jussila
| Lecture times and places | Target group recommended to | |
| Implementation 1 |
|
International Students |
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 |
|
|
|
| Description | Methods of instruction | Implementation | |
| Implementation 1 | Implementation of Spring 2010 |