| Recommended semester: 7th - 9th semester |
| Scope and form: Lectures and tutorials. |
| Evaluation: Approval of coursework/reports
|
| Examination: 13-scale |
| Previous course: 04342 |
| Prerequisites: Introductory course in statistics (02401) and in control. |
Aim: To give the students a knowledge of methods for:
-Describing and controlling dynamic systems, which are influenced by stochastic disturbances.
-Identification of stochastic systems (i.e. estimation of unknown parameters) and, finally
-Adaptive control of stochastic systems (i.e. simultaneous identification and control). |
| Contents: The course consists of three parts. In the first part the stochastic system is assumed to be known and the basic stochastic control theory is given. In order to considering control of an unknown system the second part of the course deals with modelling stochastic systems (i.e. system identification and parameter estimation). In the third and final part of the course the methods described in the previous parts are combined in adaptive control, i.e. control of unknown dynamic systems. The methods are given for discrete time, state space - and transfer function models. |
| Remarks: In this course control theory is combined with optimization and statistics. The course is related to advanced courses in control and to Static and Dynamic Optimization (02711). |
| Contact: Niels Kjølstad Poulsen, building 321, (+45) 4525 3356, nkp@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02421 |
| Keywords: Linear dynamic systems, Stochastic control theory, Stochastic processes, System identification, Adaptive control |
| Updated: 20-04-2001 |
