May 01, 2024  
2012-2013 General Catalog 
    
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2012-2013 General Catalog [ARCHIVED CATALOG]

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EE 7540 Optimization of Stochastic Dynamic Systems (3)

Prereq.: EE 4560  and EE 4660  or equivalent. Optimal estimation problem, optimal control problem, and the separation principle of optimal stochastic control theory; Kalman filters, diffusion models, nonlinear filtering, optimal control discrete-time and continuous-time stochastic systems.


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