02421: Stochastic Adaptive Control.

Spring 2020:

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 13-17) in aud. 11, build. 308. The exercises will be in same location. The first lecture will be on Tuesday February 4 at 8-12.

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

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

Information from an earlier version of the course:

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

Further information available at: Niels Kjølstad Poulsen, DTU Compute Bldg. 303b/048, DTU
Ph.: 4525 3356, E-mail: nkpo@dtu.dk

Last update Jan 29 2020