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= 02421 Stochastic Adaptive Control
The course 02421 Stochastic Adaptive Control is offered in the spring semester every Tuesday 8-12.
== References and books
Poulsen, N.K., 2007. Stokastisk Adaptiv Regulering. Polyteknisk Forlag.\n
Åström, K.J., 1970. Introduction to Stochastic Control Theory. Academic Press.\n
Åström, K.J., 1995. Adaptive Control. Second edition. Addison-Wesly Publishing Company.\n
Åström, K.J., 1997. Computer-controlled Systems: Theory and Design. Third edition. Prentice Hall.\n
Jazwinski, A.H., 1970. Stochastic Processes and Filtering Theory. Academic Press.\n
Ljung, L., 1999. System Identification: Theory for the User. Second edition. Prentice Hall.\n
Söderström, T., Stoica, P., 1989. System Identification. Prentice Hall.\n
Poulsen, N.K., 2022. Lecture Notes.
== Lectures
Lecture 1: System theory\n
Lecture 2: Stochastics\n
Lecture 3: State estimation\n
Lecture 4: State estimation\n
Lecture 5: Optimal control (internal models)\n
Lecture 6: External models\n
Lecture 7: Prediction and optimal control for external models\n
Lecture 8: Optimal control for external models\n
Lecture 9: System identification\n
Lecture 10: System identification\n
Lecture 11: System identification and model validation\n
Lecture 12: Adaptive control\n
Lecture 13: Adaptive control
#== Assignments