ELEC 5476 - Optimal Control Systems

Liapunov stability and quadratic optimal control problems. The minimum principle and the Pontryagin maximum principle. Variational calculus and Hamilton-Jacoby-Bellman equation. The separation principle of LQG control. Combined optimal state estimation and control. Differential and difference Riccaty equations. Tracking and disturbance rejection. Computer-aided design applications. Prereq: ELEC 4136 or 4276. Semester Hours: 3 to 3