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随机估计与控制

16.322 Stochastic Estimation and Control
课程网址: http://ocw.mit.edu/courses/aeronautics-and-astronautics/16-322-st...  
主讲教师: Prof. Wallace Vander Velde
开课单位: 麻省理工学院
开课时间: 信息不详。欢迎您在右侧留言补充。
课程语种: 英语
中文简介:
本课程的主要主题是动态系统的估算和控制。初步主题从概率和随机变量的评论开始。接下来,介绍随机过程的经典和状态空间描述及其在线性系统中的传播,然后介绍滤波器和补偿器的频域设计。从那里,卡尔曼滤波器用于估计动态系统的状态。结论主题包括滤波器方程的稳定性条件。
课程简介: The major themes of this course are estimation and control of dynamic systems. Preliminary topics begin with reviews of probability and random variables. Next, classical and state-space descriptions of random processes and their propagation through linear systems are introduced, followed by frequency domain design of filters and compensators. From there, the Kalman filter is employed to estimate the states of dynamic systems. Concluding topics include conditions for stability of the filter equations.
关 键 词: 概率; 随机估计; 随机变量
课程来源: 麻省理工大学公开课
最后编审: 2015-11-29:gmj
阅读次数: 40