ESE 5450
Stochastic Control
Introduction to the theory of stochastic differential equations based on Wiener processes and Poisson counters, and an introduction to random fields. The formulation and solution of problems in nonlinear estimation theory. The Kalman-Bucy filter and nonlinear analogues. Identification theory. Adaptive systems. Applications. Prerequisites: ESE 520 and ESE 551
Prerequisites & course information
Credit 3 units. Eng: BMEII, TOP Typical periods offered: Fall
Sources
- Course catalogue โ2026โ2027