ECG 774 Stochastic Control
Fall 2017: 3 credits

Introduction, stochastic processor, state estimation, Kalman Filter, nonlinear estimation, stochastic control. Prerequisites: ECG 770 or consent of instructor. 3 credits.

Grading	Tests/HW: 50%; Projects: 20%; Final: 30% Guaranteed Grades: A- ( > 90%); B- ( > 80%); C- ( > 70%);
Lecture Room	TBE-B309
Lecture Time	11:30 AM-12:45 PM M,W
Office Hours	Location: SEB3218 Time: 12:45 PM-02:30 PM M,W
Textbooks	Introduction to Stochastic Control Theory Karl J. Astrom An Introduction to Stochastic Differential Equations Lawrence C. Evans