Dec 26, 2024  
Rensselaer Catalog 2024-2025 
    
Rensselaer Catalog 2024-2025
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ECSE 6440 - Optimal Control Theory


The concepts, techniques, and tools related to optimal control for dynamical systems. Major topics include calculus of variation, minimum principle, dynamic programming, optimal estimation, and differential games. Both discrete time systems and continuous times are addressed. Particular consideration is given to linear time invariant systems in terms of linear quadratic regulator and Kalman filter.

Prerequisites/Corequisites: Prerequisite: ECSE 6400  or ECSE 6600 .

When Offered: Fall term odd-numbered years.

Cross Listed: MANE 6620 ; students cannot receive credit for both this course and MANE 6620 .

Credit Hours: 3



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