02421: Stochastic Adaptive Control.

Spring 2012:

The purpose of 02421 Stochastic Adaptive Control (former 04332 and 0414) is to give the students
knowledge of methods for modelling and control of Dynamic Stochastic Systems. In more details the focus is on:

Modelling and analysis of stochastic systems (ie. dynamic systems which are influenced by stochastic disturbances).
Control of stochastic systems.
Identification of stochastic systems (i.e. estimation of unknown parameters) and, finally
Adaptive control of stochastic systems (i.e. simultaneous identification and control).

The Lectures will take place in F3 (Tuesdays 8-12 and Friday 12-17) in aud. 37, build. 306. The exercises will be in build 305, room 221 and 115.

Lecture: Niels Kjølstad Poulsen (nkp), DTU Informatics.

Further information:

Introduction

Course description (in english) and in danish

Course schedule (Timetable)

Lectured material in english and danish. This list will develop during term.

Course material

Foils and slides

Exercises and projects

Toolbox as zip file. (Last updated 14.3.2011 )

Information from an earlier version of the course:

Exercises (and solutions from E00) Not part of the course any longer.

Further information available at: Niels Kjølstad Poulsen ,IMM Bldg. 321, DTU
Tel.: 4525 3356/ Fax: 4588 2673, E-mail: nkp@imm.dtu.dk

Last update Jan 28 2012