02421 Stochastic Adaptive Control

The course 02421 Stochastic Adaptive Control is offered in the spring semester every Tuesday 8-12.

References and books

Poulsen, N.K., 2007. Stokastisk Adaptiv Regulering. Polyteknisk Forlag.
Åström, K.J., 1970. Introduction to Stochastic Control Theory. Academic Press.
Åström, K.J., 1995. Adaptive Control. Second edition. Addison-Wesly Publishing Company.
Åström, K.J., 1997. Computer-controlled Systems: Theory and Design. Third edition. Prentice Hall.
Jazwinski, A.H., 1970. Stochastic Processes and Filtering Theory. Academic Press.
Ljung, L., 1999. System Identification: Theory for the User. Second edition. Prentice Hall.
Söderström, T., Stoica, P., 1989. System Identification. Prentice Hall.
Poulsen, N.K., 2022. Lecture Notes.


Lecture 1: System theory
Lecture 2: Stochastics
Lecture 3: State estimation
Lecture 4: State estimation
Lecture 5: Optimal control (internal models)
Lecture 6: External models
Lecture 7: Prediction and optimal control for external models
Lecture 8: Optimal control for external models
Lecture 9: System identification
Lecture 10: System identification
Lecture 11: System identification and model validation
Lecture 12: Adaptive control
Lecture 13: Adaptive control