Math 592---Topic in Estimation & Control

Spring Semester 2005

• Class Meets: 8:15-9:30 am, TuTh, in Wilson 1-139
• Instructor:
  Curt Vogel
  2-210 Wilson Hall
  ph. 994-5332
  e-mail: vogel@math.montana.edu
  Office Hours: 9:30-10:30 TuTh
• Textbook
  Linear Quadratic Control. An Introduction, by Peter Dorato, Chaouki Abdallah, and Vito Cerone
  published by Krieger
• MATLAB Software
  For more information, check out the following links.
  Mathworks home page
  MATLAB Tutorials
• Course Outline:
  Review of Linear Algebra and Linear Dynamical Systems
  Controllability and Observability
  Linear Quadratic Regulator (LQR)
  Statistical Estimation Theory
  Linear Quadratic Gaussian (LQG)
• Homework Assignment 1: Recommended due data is Wed, Jan 19.
  Click here for homework assignment in PDF format.
• Homework Assignment 2: Recommended due data is Wed, Feb 2.
  Click here for homework assignment in PDF format.
• Homework Assignment 3: Recommended due data is Friday, Feb 25.
  Click here for homework assignment in PDF format.
• MATLAB Algebraic Ricatti Code:
  Click here for ARE.m
  Click here for TestARE.m
• Book Chapter on Statistical Estimation Theory:
  Click here for chapter 4 in pdf format.
  Click here for bibliography in pdf format.