16.322 Stochastic Estimation and Control


Class Info

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.

This class has 16.31, 6.041, 6.431, and 16.09 as prerequisites.

16.322 will be offered this semester (Fall 2017). It is instructed by N. Roy.

Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in 33-319.

This class counts for a total of 12 credits.

In the Fall 2015 Subject Evaluations, 16.322 was rated 5.4 out of 7.0. You can find more information on MIT OpenCourseWare at the Stochastic Estimation and Control site or on the 16.322 Stellar site.

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