CHE 437 - Stochastic Control

Institution:

Lehigh University

Subject:

Description:

Linear and nonlinear models for stochastic systems. Controllability and observability. Minimum variance state estimation. Linear quadratic Gausian control problem. Computational considerations. Nonlinear control problem in stochastic systems. Prerequisite: CHE. 433 or ME 433 or ECE 433 or consent of instructor.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.lehigh.edu

Phone Number:

(610) 758-3000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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