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×Denver, Colorado•
Liapunov stability and quadratic optimal control problems. The minimum principle and the Pontryagin maximum principle. Variational calculus and Hamilton-Jacoby-Bellman equation. The separation principle of LQG control. Combined optimal state estimation and control. Differential and difference Riccaty equations. Tracking and disturbance rejection. Computer-aided design applications
Units: 3.0
Hours: 3 to 3