<p>Lecture, four hours; outside study, eight hours. Requisite: course 222A. Introduction to linear and nonlinear systems theory and estimation theory. Prediction, Kalman filter, smoothing of discrete and continuous systems. Stochastic control, systems with multiplicative noise. Applications to control of chemical processes. Stochastic optimization, stochastic linear and dynamic programming. S/U or letter grading.</p>

General Catalog

Stochastic Optimization and Control

CH ENGR 222B

4 units