AAE 590W: Applied Optimal Control and Estimation
  Spring 2009

Lecture Information
Lectures: ARMS 1028, TTH 9:00-10:15 am

Professor Inseok Hwang
ARMS 3211
Office hours: TTH 10:15 - 11 am

Linear system theory (AAE564/ECE602 or equivalent) and linear algebra (MA511 or equivalent)

Course Materials
The course is based on a set of lecture notes and articles which will be made available during the class.

 Course Description
The main objective of this course is to study analysis and synthesis methods of optimal controllers and estimators for stochastic dynamical systems. Optimal control is a time-domain method that computes the control input to a dynamical system which minimizes a cost function. The dual problem is optimal estimation which computes the estimated states of the system with stochastic disturbances by minimizing the errors between the true states and the estimated states. Combination of the two leads to optimal stochastic control. Applications of optimal stochastic control are to be found in science, economics, and engineering. The course presents a review of mathematical background, optimal control and estimation, duality, and optimal stochastic control.

Topics covered in this course:



Class Project
The projects could be an extension of existing algorithms in the literature or, preferably, involve the original research ideas related to your current research. Project should be chosen in consultation with Prof. Hwang. The schedule is as follows:


Class Materials 
(All class mtrerials will be available in hard copies)