Stochastic Control Systems
- Introduction: Probability theory, random variables, probability density function, Expectation, Moments, ...
- Stochastic Processes: Autocorrelation function, Cross-correlation function, ...,
- Mathematical Models
- Analysis of linear stochastic systems
- Estimation: Static Linear Systems
- Estimation: Discrete-Time Linear Dynamic Systems
- Nonlinear Filtering: Extended Kalman Filter
- optimal stochastic control