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19D051OAS - Optimal and Adaptive Stochastic Systems Control

Course specification
Course title Optimal and Adaptive Stochastic Systems Control
Acronym 19D051OAS
Study programme Electrical Engineering and Computing
Module System Control and Signal Processing
Type of study doctoral studies
Lecturer (for classes)
  • professor PhD Branko Kovačević
  • professor PhD Srđan Stanković
Lecturer/Associate (for practice)
    Lecturer/Associate (for OTC)
      ESPB 9.0 Status elective
      Condition none
      The goal Objective of the course is for the student to become capable of performing the basic analysis and design of control system in the case of stochastic disturbance presence.
      The outcome Learning outcomes of the course are for the students to understand the problems in the area of stochastic systems control as well as to become capable of different particular optimization problems solving.
      Contents
      Contents of lectures Linear-quadratic Gaussian problem, Optimal control based on input/output systems representation, Adaptive control of stochastic systems, Minimum variance approach, Self-tuning regulators.
      Contents of exercises none
      Literature
      1. 1. K.J. Astrom, B. Wittenmark: Computer Controlled Systems, Prentice Hall, New Jersey, 1992
      2. 2. K. J. Astrom, B. Wittenmark: Adaptive Control, Addison Wesley, Reading, Massachusetts, 1989.
      3. 3. F. L. Lewis: Applied Optimal Control and Estimation, Prentice Hall, New Jersey, 1992.
      4. 4. G. F. Franklin, J.D. Powel: Digital control of Dynamic Systems, Addison Wesley, Reading, Massachussets, 1992
      5. 5. B. Kovacevic, Z. Djurovic: Fundamentals of Stochastic Signals, Systems and Estimation Theory, Academic Mind, Belgrade, 1999.
      Number of hours per week during the semester/trimester/year
      Lectures Exercises OTC Study and Research Other classes
      8
      Methods of teaching lectures and auditory exercises
      Knowledge score (maximum points 100)
      Pre obligations Points Final exam Points
      Activites during lectures 0 Test paper 70
      Practical lessons 0 Oral examination 0
      Projects
      Colloquia 30
      Seminars 0