Stochastic Estimation and Control, Fall 2004

View Resource

Remix and Share

Author:

Velde, Wallace Vander

Subject:

Science and Technology

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

Abstract:

Estimation and control of dynamic systems. Brief review of probability and random variables. Classical and state-space descriptions of random processes and their propagation through linear systems. Frequency domain design of filters and compensators. The Kalman filter to estimate the states of dynamic systems. Conditions for stability of the filter equations.

Languages:

English

Material Type:

Full Course, Homework and Assignments, Lecture Notes, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0