Stochastic Estimation and Control's Full Profile
The major themes of this course are estimation and control of dynamic systems. Preliminary topics begin with reviews of probability and random variables. Next, classical and state-space descriptions of random processes and their propagation through linear systems are introduced, followed by frequency domain design of filters and compensators. From there, the Kalman filter is employed to estimate the states of dynamic systems. Concluding topics include conditions for stability of the filter equations.
Sep 01, 2004
to Dec 20, 2004
Days of the Week:
Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
- Level of Difficulty: Beginner
- Size: Massive Open Online Course
- Instructor: Prof. Wallace Vander Velde
- Cost: Free
- Institution: MIT OCW
- Topics: Design
About MIT OCW:
MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.
MIT OCW Offers Courses In:
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MIT OpenCourseWare (MIT OCW) is an initiative of the Massachusetts Institute of Technology (MIT) to put all of the educational materials from its undergraduate- and graduate-level courses online, partly free and openly available to anyone, anywhere.