Lectures:
Stochastic Dynamic Systems . Probability Theory . Permutations and Combinations . Stochastic Signal Spill in Systems .
Discret Stochastic Control . Problems Formulations . Dynamic Programming Using . Discrete Stochastic Linear Controllers .
Stochastic Continuos-time Control Systems . Problems Formulations . Dynamic Programming Using . Continuos-time Stochastic Linear Controllers .
Identification stochastic Dynamic Systems and adaptive filtration . Prediction and Interpolation . Estimation Methods . Optimal State-space Estimation . Kalman Filter.
Stochastic Characteristic Kalman Filter . Interpolation . Extended Kalman Filter. Adaptive Filtration . Observer Model . Kalman Filter Derivation . State-space Kalman Filter.
Linear Quadratic Gauss (LQG) Problem of Stochastic Control .
Bayes Methods . Linear Quadratic Bayes Adaptive Control . Self-tuning Controllers .
Projects:
All Ph.D. students received individual project of selected part of subject.
Stochastic Dynamic Systems . Probability Theory . Permutations and Combinations . Stochastic Signal Spill in Systems .
Discret Stochastic Control . Problems Formulations . Dynamic Programming Using . Discrete Stochastic Linear Controllers .
Stochastic Continuos-time Control Systems . Problems Formulations . Dynamic Programming Using . Continuos-time Stochastic Linear Controllers .
Identification stochastic Dynamic Systems and adaptive filtration . Prediction and Interpolation . Estimation Methods . Optimal State-space Estimation . Kalman Filter.
Stochastic Characteristic Kalman Filter . Interpolation . Extended Kalman Filter. Adaptive Filtration . Observer Model . Kalman Filter Derivation . State-space Kalman Filter.
Linear Quadratic Gauss (LQG) Problem of Stochastic Control .
Bayes Methods . Linear Quadratic Bayes Adaptive Control . Self-tuning Controllers .
Projects:
All Ph.D. students received individual project of selected part of subject.