16 322 - Stochastic Estimation and Control

Institution:

Massachusetts Institute of Technology

Subject:

Description:

Estimation and control of dynamic systems. Brief review of probability and random variables. Classical and state-space descriptions of random processes and their propagation through linear systems. Frequency domain design of filters and compensators. The Kalman filter to estimate the states of dynamic systems. Conditions for stability of the filter equations.

Credits:

3.00

Credit Hours:

Prerequisites:

Prereq: 16.31; 6.041, 6.431, or 16.09

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

web.mit.edu/student/

Phone Number:

(617) 253-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.