Optimal Control and Stochastic Control Systems

Optimal Control and Stochastic Control Systems
455-0903/01
čeština

Summary

Ph.D. students are introducing on stochastic methods of feedback control systems analyzes and designs. Learners are introducing also on stochastic design of adaptive and optimal control (LQG).

Literature

Assefi,T.: Stochastic processes and estimation theory with aplication. John Wiley & Sons NY 1979
Bagchi A.: Optimal Control of Stochastic Systems. Prentice Hall 1993
Havlena V. - Štecha J.: Moderní teorie řízení. ČVUT 1994

Advised literature

No advised literature has been specified for this subject.

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Language of instruction	čeština
Code	455-0903
Abbreviation	OSDRS
Course title	Optimal Control and Stochastic Control Systems
Coordinating department	Department of Measurement and Control
Course coordinator	prof. Ing. Vilém Srovnal, CSc.