Logistics

Prerequisites

ME 232 (syllabus for ME232 in 2012) or its equivalence

Grading

40 % from 2 midterms (open one page summary sheet for each test), 40 % from final (open notes) and 20 % from assigned homework.

References

Probability

1. Bertsekas, Introduction to Probability, Athena Scientific
2. Yates and Goodman, Probability and Stochastic Processes, second edition, Willey

Linear Quadratic Optimal Control

1. Anderson and Moore, Optimal Control: Linear Quadratic Methods, Dover Books on Engineering (paperback), 2007. A PDF can be downloaded from: http://users.rsise.anu.edu.au/%7Ejohn/papers/index.html
2. Lewis and Syrmos, Vassilis L., Optimal Control, Wiley-IEEE, 1995
3. Bryson and Ho, Applied Optimal Control: Optimization, Estimation, and Control, Wiley

Stochastic Control Theory and Optimal Filtering

1. Brown and Hwang, Introduction to Random Signals and Applied Kalman Filtering, Third Edition, Willey
2. Lewis and Xie and Popa, Optimal and Robust Estimation, Second Edition CRC
3. Grewal and Andrews, Kalman Filter, Theory and Practice, Prentice Hall
4. Anderson, and Moore, Optimal Filtering, Dover Books on Engineering (paperback), New York, 2005. A PDF can be downloaded from: http://users.rsise.anu.edu.au/%7Ejohn/papers/index.html
5. Astrom, Introduction to Stochastic Control Theory, Dover Books on Engineering (paperback), New York, 2006

Adaptive Control

1. Astrom and Wittenmark, Adaptive Control, Addison Wesley, 2nd Ed., 1995
2. Goodwin and Sin, Adaptive Filtering Prediction and Control, Prentice Hall, 1984
3. Sastry and Bodson, Adaptive Control: Stability, Convergence, and Robustness, Prentice Hall, 1989. (Book can be downloaded from http://www.ece.utah.edu/~bodson/acscr/)
4. Krstic, Kanellakopoulos, and Kokotovic, Nonlinear and Adaptive Control Design, Willey