16.32 Principles of Optimal Control and Estimation


Class Info

Fundamentals of optimal control and estimation for discrete and continuous systems. Briefly reviews constrained function minimization and stochastic processes. Topics in optimal control theory include dynamic programming, variational calculus, Pontryagin's maximum principle, and numerical algorithms and software. Topics in estimation include least-squares estimation, and the Kalman filter and its extensions for estimating the states of dynamic systems. May include an individual term project.

This class has 16.31, and 18.0851 as prerequisites.

16.32 will not be offered this semester. It will be available in the Spring semester, and will be instructed by S. R. Hall.

Lecture occurs 2:30 PM to 4:00 PM on Mondays and Wednesdays in 33-418.

This class counts for a total of 12 credits.

You can find more information at the MIT + 16.32 - Google Search site or on the 16.32 Stellar site.

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